Have had the cold-water shock in different RVs. Found the perfect - inexpensive -fix. Get a CAMCO RVMarine Showerhead at your dealer or online. Comes in chrome/white/off white. Simple to change out.
Example:
http://www.campingworld.com/shopping...it-white/34904
Bought a new Residence this year. Before my 1st shower, replaced the cheap showerhead with one of these. They're great!