I think you are still getting the benefits of 5he cold shower even if you dont feel a shock. In fact, if I understand CD correctly, thats actually the best way to do it...
Also, I must say, in my own experience, the testicle icing is probably the single most important thing not specifically listed in the protocol that I have been doing, so I'm happy to hear someone else is doing this...just to let you know, the studies done on this suggest at least 2 months before a notable rise in hormones from it, so stick with it for the long term...i see it as an extension of the cold showers really, but its little inconvenient to hope in the shower 4 times a day, whereas stuffing an ice pack down there is relatively simplistic