So it seems kind of silly to bring up. But experiments were actually tried using a Krag Jorgensen rifle shooting rounds at frozen and unfrozen dynamite. The rifle of 1,001 uses.

From a "Mining Science" periodical dated 7/6/1911:

                                                         Frozen Dynamite
Frozen dynamite is said to be far less sensitive than the unfrozen material. Some recent experiments were made with a particularly sensitive grade of 60 per cent gelatine dynamite and also with some straight dynamite. A number of these sticks were used as targets for bullets from a Krag Jorgensen government rifle loaded for a velocity of 2,150 ft and fired at a distance of 50 ft. from the dynamite. The bullets discharged in this way failed in every case to explode the sticks of frozen straight and gelatine dynamite. Other frozen sticks were then thawed and used as targets in precisely the same way. In every case the bullets detonated them, thus showing the decreased sensitiveness due to freezing. The same thing was shown in another way by using thawed sticks which were broken in two. If a cap with 30 grains of fulminate of mercury was attached to half of a thawed stick and the other half was placed 8 in. from it, the latter would be exploded when the former was fired. If, however, a whole stick of frozen dynamite was placed 8 in. from a half stick of thawed dynamite and the latter was fired the frozen stick remained unaffected. In fact, it was not until the frozen material was placed within 1 in. of the piece fired by the cap that it could be exploded. When sticks of frozen and of thawed dynamite were blown into the air with black powder it was found that the former took about three times as long to burn as the latter.