FR9999, you do have to apply temperature correction to the minima. It is the pilot's responsibility to make a temperature correction whenever it is 'very cold'. 'Very cold' translates to an airfield temperature of <0°C generally, or for the US a temperature published on the plate for certain airports. The temperature correction to procedure minima applies to all procedures including those made using compensated Baro VNAV.
The webpage that underfire linked to offers a good explanation and references for all of this.