Can you link the WoB?
As for the Cherenkov Radiation, the amount of radiation you would need to get that kind of glow would kill you, or at the very least give you radiation poison. Unless Rosharans are all somehow resistant to ionizing radiation.
Perhaps the heat from the compressed air is used to form the blade? If the blades automatically pull from the surrounding air's heat, they could (in theory) draw enough out to form frost.