Sitting in a barrel chest-high in ice cubes seems more like torture than a birthday treat. But not for Wim Hof. The eccentric Dutchman, who celebrated his 61st birthday last year by spending 61 minutes in ice, has gone from stuntman caricature to wellness guru during the pandemic. His techniques, combining hypoxic breathing with ice baths and cold showers, have been adopted by a cult following of extreme athletes and tech entrepreneurs. Scientists are studying his almost superhuman ability to eliminate fear and control his immune response. For years, the Iceman, as Mr. Hof is called, gained publicity—and some ridicule—for...