How does one say in English when, as a reaction to cold, a person crosses their arms, grabbing their own shoulders? It is a very common gesture, not shrugging as "I don't care", but to keep the cold off. I believe there is one verb, but I can't remember it.
Hugging oneself for warmth comes to mind
Have a look at Google Books
You might be thinking of huddle (not cuddle). While this is usually used for a group ("huddled together for warmth"), it can also be applied to individuals "huddled miserably in his greatcoat".