Typically, warm-blooded ice-types are best bathed in cold water, but it also depends on the pokémon’s preferences. Because they’re warm-blooded, they have better thermoregulation than cold-blooded (both biologically speaking and “as in, their blood is literally ice”), which means they may be able to tolerate higher temperatures. Spheal and dewgong with the ability Thick Fat, for example, may prefer lukewarm water, and perhaps as a holdover from their fire-type ancestors, some Alolan vulpix prefer warm baths. Start off with a cold bath for your pokémon, then increase the temperature if they indicate to you (through shivering, splashing about, or pawing at the faucet) that it’s too cold. Keep adjusting until you find your pokémon’s preference.
Also, keep in mind that some ice-types should not be bathed, even if they’re furry, unless they absolutely need it (either because they’re filthy, covered in a toxic substance, or already too sick to bathe themselves). For example, members of the sneasel line self-groom and should be left alone, and the swinub line, being part ground, should be given a dust bath instead.