The way Finns do it they take a hot Sauna in the winter and when they get out of the hot-room they go lay naked in the snow. Or plunge into the frozen lake through a sawed-out hole. Then they go back to the sauna again to feel the warmth again. It does feel great and stops you from dwelling in miserable thoughts. That may be part of the reason why Finns are ranked happiest people for multiple years.
I agree Finns don't usually look very happy. I think their suicide rates are quite high. They drink too much coffee and alcohol. But they do have a great democracy, society, education, healthcare, wealth equality, gender equality. So maybe these studies about happiness instead simply measure "Which people SHOULD be happiest in the world".
I have to mention the 300 club at Amundsen-Scott station. When the temp outside hits -100 (F) they crank up their sauna to 200, then run from the sauna to outside in their underwear.
