You may have been mislead...

Pluto has effectively no atmosphere so I think if you're standing on its surface and your boots are well-insulated then you're effectively in a vacuum thermos - you'll actually overheat rather than freeze and taking your helmet off won't make a difference.

(Of course the helmet is still important for breathing... And then later water from your body will gradually boil off into space and cool you that way until you're freeze-dried, but that's not really a concern for living astronauts.)