- Hot cheese, like a quesadilla.
- Hot potatoes, such as baked potatoes or potato soup.
- Hot liquids, such as fresh soup, hot cocoa or coffee.
- Hot fatty foods. This is probably part of why hot cheese works so well and is likely why Fondue is a cultural artifact of a far-north culture.
- VERY fatty foods. Inuit eat whale blubber in winter to stay warm in their extremely cold environment.
- Adequate SALT and minerals. Similar to how you salt roads in winter to de-ice them, if you aren't getting enough salt, you will have trouble staying warm. Salt changes the freezing point for water and you are MOSTLY water.
Fondue was originally just dipping stuff in hot cheese, but according to Wikipedia it was a Swedish chef who invented the more recent versions, such as dipping meat in hot oil or broth or dipping stuff in hot chocolate. It sounds to me like they likely all follow the same pattern of helping to keep you warm by providing hot fats as part of the meal.