RE: Breaking in and Running Nitro in the cold
30 F is not cold. Nitros CAN be run in much colder ambient than that. But like others have said, it is critical that the engine does get up to it's specified operating temperature. In the ballpark of 210* depending on the engine.
If you are heating it up with a heat gun and making sure it gets up to running temps, you will not do any damage to the engine. Having a temperature gun is important. It doesn't need to be an expensive one, a $10 unit from your LHS will be just fine.