After reading the post from Ben Werner about warming up his tool rest it make me think of this tip.
In the beginning turning class that I just took the instructor suggested icing your tools before sharpening them. This would mostly be if you needed to change a bevel or some other major grinding. You wouldn't need to do this if you were just doing a quick touch up.
He said that it was more efficient than starting with room temp. tools and then trying to cool them after grinding.
Another interesting thing he said was that due to the composition of HSS, it didn't make any difference in the strength of the tool or its edge if you turned it blue in the process of sharpening it. He said that if it wasn't HSS it would be bad for the steel.
Another tip that he gave was to file the edge of tool rest flat, to remove any nicks or divots. Then wax the edge that you just filed. This will allow the tools to move more smoothly over the rest.