I can’t see the need to sterilise them either, to be honest. I don’t think anyone’s going to be doing anything with them any time soon that requires they need to be completely microbe-free. Heck, they’ll probably just be used for the same game over and over.
However, reguarding hot or cold water if you did wish to sterilize them:
I probably would go for cold water. Not only is it easier to maintain water at a cold temperature (by the addition of ice, of example) it would also be a good preventer of microbes growing within it. On top of that it may make your fingers chilly for a few seconds, but it will not cause any major damage from a quick dip and (unlike hot water) wont lose it’s heat and therefore effectiveness rapidly.