According to Allmusic.com, the song on "Strictly for Grown Ups" is called
L'ANGLAIS AVES [sic] SON SANG FROID. I'm sure that's a typo for L'ANGLAIS AVEC SON SANG FROID (= 'The Englishman with his cold-bloodedness'). "Bloody cold" is a deliberate (or punning) mistranslation of "sang froid" (literally "cold blood").