This might sound weird, but you probably are experiencing a minor burn. Every heard of freezer burn? When a chicken breast gets freezer burn, it turns gray when thawed. This is because the outer layers are damaged, dead and no longer usable. Well, when your skin reached a temperature it could not tolerate, your feet went numb, and then the cells began to died. It's a good thing you warmed them up when you did, because frost bite might have been the next step. Just like any burn (sunburn, etc..) the dead, damaged cells are peeling off. I would have it checked out by a doctor, just for good measure. But unless the skin is turning a drastic color (black, green, or bright white) I think you can rule out frost bite. Be careful next time! You've only got 2 feet!