What works best for me is to ground in the opposite of the memory.
Cold = Hot Showers. PLUS rather deliberately remembering everything else in relation to that time in my life and doing the opposite, or as "time for something completely different" as possible aaaaand then adding in those aspects without the cold. So a bit of a 3 step process. Cold also equaled hungry, tired, surrounded by people I loved deeply, being outside, and a few other things.
1 = Hot Showers // Ground in the opposite
2 = Eat, Rest, Be Alone, Be Inside, etc.
3 = A combo of the above, and adding individual aspects (being outside, or with people I love, or similar)
2&3 are a bit quirky, because my natural impulse is to start replicating the rest of the memory (not triggering, exactly, just... Clearly, I'm supposed to have my hair braided if I feel this way. I don't even notice I've done it. Same as I don't notice I've been eating potatoes for a month. Or any of the rest of it). So doing the opposite is hard. First I have to realize what's a part of that memory. Then I have to alter it. And then deliberately adding in the pieces I add in subconsciously? Just feels weird. It's like, wasn't I just trying NOT to braid my hair this way, or eat potatoes, or be outside, etc.?
So... For example... If you piled yourself in blankets as a child? Don't. Find something else that's warming that you didn't do in your trauma history. Whatever you unconsciously reach for? Consciously find a parallel to it, and do that instead. You can do blankets again... Later. After you've given yourself more options, and are choosing blankets, instead of acting out an old script.