The freezer makes a good first try: with a lot of metals it doesn't necessarily matter *what* temperatures are involved, as long as the different pieces change differently. Doesn't necessarily take much. With any frozen threads, the best way is to slowly and steadily increase the pressure with which you try to unscrew, rather than trying to jerk or force it suddenly. Metal has an elasticity about it that works against you if you try and apply pressure suddenly.
If the battery lid is in the brass plate, what's likely to happen is that when you take it out of the cold, and hold it in your hand, the thin brass will warm up first, compared to the more solid piece of metal in the cap, and expand, and that's probably the most advantageous.
May not be enough, but it's probably the gentlest way.