Definitely cold.
And Trader Joe's has the best ones I've ever tried. They are in the refrigerated food section in the Southern CA TJ's. And if you're not standing there when they stock them, you're SOL. They sell out in less than an hour.
Not sure why TJ's hasn't figured this out and devoted a little more real estate to this item.
TJ's also has them in a jar but they're pretty lame IMO and much too oily.