Proving a negative is always a futile effort, but I'm fairly sure you cannot shatter frozen targets except with the psi ability. I know that my sledgehammer build used all manner of traps, and could get huge crits on targets frozen by the cryo mines. Never shattered a one.
Freeze is nevertheless probably my favorite debuff to inflict on enemies, since it's easy to have available (pistols, mines, psi) and doesn't provide an immunity period like fear and stun do.