theres two ways to cold boot, boot off a memory dumper, and remove the ram.
to guard against the first, set a password in your bios. then, to prevent physical tampering, seal your case with something tamper evident. my current favorite is glittery nail polish. your attacker would need a lot of prep time to fool you if your paranoid, i mean diligent, enough to bother and keep checking for it. some have suggested photography and blink tests. if you can make a portable set up for that, please tell me how!
dont bother with tapes that claim tamper proof. so far, all of them can defeated with a syringe filled with acetone. this temporarily disables the adhesive so you can do your dirty work and put it all back. ive some work in the last year on more chemically proof tapes for lab/industrial use, so there may be something work trying by the time you read this.
the second method is removing the ram. freezing it gives you more time to work, which you can do with an inverted compressed air can. the propellent comes out as a cold liquid. a friend was able to get about 15 min of usable time on this ram by doing this. the workaround is to make that ram not removable. if you have a macbook made since mid 2013 (maybe earliers?) your done. the ram is soldered in. note that, if you have a macbook, there may be other concerns depending on your threat model.
if you dont have a macbook, then you can epoxy it enough that removing the ram would break it. in the case of an attacker who only cares to get the data, they may be able to continually chisel away at it while re applying their freezing agent, and them chemically clean it off. this is, of course, a massive effort now, but someone could find (or could have already found) a more efficient method. so, keep this in mind when deciding how to seal it in. and, of course, dont thermally insulate the memory modules themselves.
aside from wiping memory on shutdown and startup, and obvious things like ephemeral swap keys (which is standard practice anyway), its silly to except the os to protect from a cold boot attack. cold booting is a side channel, and thats where you have to mitigate it.
i meant to say ive *seen* some work in this. i dont work in that industry. also, i should have been more clear about the threat model. sealing it is to prevent the evil maid from disabling whatever bios protection you put in place so she can cold boot you later.