Just make sure you resist the urge to warm him up faster. Let him transition slowly--drastic change will only be worse for him.

As far as the vet, I personally would give him some time to recover. Just keep an eye on him, and obviously if he gets dramatically worse, or develops signs of an RI, a vet visit would be in order.

I am glad you found him--it's so scary when they get out! I hope he's okay.