There is a world of difference between 4°C and say 14-18°C, at 4°C you just don't get used to it really!
A good method may be to use a fine spray and start with legs, then arms then working up from the bottom to top of the torso. That way the blood gets more time to withdraw from the limbs into the torso to maintain the core temperature.
The best way I've found (cold showering only for muscle recovery) is to get your face/head wet first. Every other way seems less comfortable to me. It's similar to jumping into a pool versus stepping in slowly.
