Navy slang (specifically used by SEALs) to refer to an exercise (aka "evolution") whereby the trainee combines vigorous exercise
on the beach with cold surf, alternating between
running back and forth between the waves and dry sand, building up a coating of sand against the trainee's shivering skin, much like the
superficial crust of sugar on a delicious sugar cookie.
Used more generally to indicate the trainee is about to suffer from cold and exhaustion.