We did an evening soak on our trip over Martin Luther King Jr. weekend! It was a wonderfully therapeutic and spiritual experience even at -13 degrees! We highly recommend it! Couple of tips: wear your swimsuit under your clothes for ease of entering the pools. The pools are clothing optional, but it is very dark, so we never really saw too much or felt uncomfortable even though we opted to wear bathing suits. It’s is not lit very well. So be prepared for that. It’s also very slippery when it’s as cold as it was when we were there. So you may consider some kind of non-slip swim shoe.
Also a word of caution: I don’t recommend bringing anything valuable. My debit card was stolen out of my coat pocket while we were in the pools. I had to cancel it as soon as I realized it. Luckily I noticed it early on. You will need to pay admission if you don’t book a shuttle and they do have water and snacks for purchase. I didn't see any lockers, and the changing room and bathrooms are a little bit of a walk from the pools, so plan accordingly.
Overall it was a great experience and we would do it again!