Them telling you to use 8oz of Whole hops vs 2 oz of hop pellets leads me to believe your homebrew shop has no idea what they are talking about.
8oz of dry hops isnt CRAZY if your making a big IIPA or something. Its definately on the high end though.
I think whole hops vs pellet hops are like a few percent different in terms of efficiency...and i mean like 5% max maybe...not 400% like your LHBS is claiming...
If that was the case whole hops wouldnt exist and every hop producer would be stupid to not turn their cones into pellets if they got a 400% more potent product...
To OP's question no, just throw them in...hops are dehydrated and have almost no water in them so they dont really "freeze"...they will become the temperature of whatever you put them in within a matter of minutes.