Yep, I do it that way, pluck and gut cold.
I've never really noticed much of a difference in difficulty between warm and cold plucking, but it fits in better to my day at the moment to do it this way round. I do briefly dunk them in very hot water though - which definitely does help.
Killing first thing in the morning when its still dark and the birds have an empty crop is best for them and me. However, I then usually have to go to work or entertain the toddlers so waiting till the evening to pluck them is about the only option. I usually do one bird a week at the moment to keep us in fresh home-reared chicken so the job just has to be fitted in around everything else. Maybe at the new place I'll have a bit more time to try doing it all at once again.
I've just sat down after doing two cockerels that are destined for the pot tomorrow so I might make a note whilst I'm cooking and turn my previous serving suggestion into a fully fledged recipe when I see what it is I actually do!