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The Gang's all here
- Milky Frost (Milk Curry Frost)
- Blue Hawaii Frost
- Lemon Frost
- Melon Frost
- Strawberry Frost
Strawberry Frost, Milky Frost, Melon Frost, Blue Hawaii Frost, and Lemon Frost are acquired by trading demons with Dr. Thrill in Paradigm X's virtual pet shop. When all 5 are in the party at once and are brought to Victor's Goumaden, they will state their desire to become as one. Once united as the Frost Five, they become invulnerable to all types of attacks barring Almighty.
The Frost Five return in the Devil Children/Demi Kids franchise as the Frost Trio, comprised of Lemon Frost, Melon Frost, and Strawberry Frost.
Though not recruitable as actual demons, the Frost Five appear in Shin Megami Tensei: Imagine as a collectible card set. When brought to the Card Maniac in Home III or Shinjuku Babel, the player will be rewarded with a Pyro Jack hat or Jack Frost hat.