Andrew,
I haven't tried this with nylon, but machining (truing) polyurethane rubber skate wheels came out better after they had been in the freezer for a while.
I could imagine that, as with most materials, nylon will shrink further, will be harder, and may tap to a marginally larger size.
I could also imagine under such cold conditions, a new (very sharp) tap could either shave a whisker off the existing threaded hole, or indeed tap a larger hole from scratch.
Watch out that you don't generate too much heat in the process.
Although I've machined nylon on a number of occasions, I too prefer machining polyacetal (Delrin).
Sam
Neil,
Perhaps the thread pitch will affected, but surely the hole will also increase in diameter at higher temperatures?