Zayn Malik & Gigi Hadid -- Hot and Cold in NYC

Zayn Malik and Gigi Hadid stepped out in the tundra that was NYC on Friday -- and by the looks of things-- they were freezing.

The two were holed up at the Bowery Hotel but ventured out to brave the 30-something-degree-temps for a few seconds, and by the look on Zayn's face ... it was painful.