Now THAT is one topic...
The difference between "iron" and "cold iron" is totally dependant on the system you play, and of course the campaign, and personal favor, but...
there actually is no such thing as "cold iron", because its always produced by heating iron-oxide(?) together with e.g. coal. The oxygen is consumed and the iron remains as "pure" metal. So, in the very first step of production, the metal is already heated up. Of course, you might call it cold (hammered) iron because it is not reheated when processed, which actually is a very bad choice.
Its different with brass and copper since they appear as already useable lumps of ore. They can be and were worked cold.
If I were you, I'd extend the vulnerability not only to "cold iron" or rather pure iron weapons, but also to steel weapons...gives your titan-blade boys something to think about.
Btw, ask Conan about the "iron is not much different to steel" thingy!