Pekora also commented on this!

兎田ぺこら👯‍♀️ホロライブ3期生
usadapekora said:
寒い時のドンちゃんは最高ぺこおおお！あったかもふもふぺこなああ😳

(Don-chan is the best when it's cold, peko! He's warm and fluffy 😳)