take a latex glove and fill the fingers with water ... freeze by dangling.
remove when frozen and use a knife to carve to size if necessary. use a small rubber band to tie off to desired size. leave a little extra so you can grab onto it.
the end result is to make little "ice gloves" that look like ice bullets. they slip nicely into a**-cracks and can be changed out easily. i find they really help for pain relief when i need ice.