What is the best suggestion for Cold DMs?

What do you mean by a cold dm strategy?

Are you more interested in how to write good dms that convert? Or what platform/channel to use? Or how to find people to DM in the first place?

Develop a relationship before hand so that they know who you are or may recognise you username when you do DM.
E.g. follow them, respond to some of their tweets, retweet some of their stuff.