If you want to run the risk of shocking your plant and damaging it then yeah, you can water by ice cube. If not, I'd recommend watering with lukewarm water (and making sure the plant gets a good soaking). If it's small enough to fit in the kitchen sink, water it there. If not, do so in the bathtub, or outside with a hose.
In my opinion, there's no substitute for normal watering. An ice cube will usually not provide enough water to keep the plant happy (this is especially true for water-lovers like Vandas). And, as aforementioned, there's always the risk of damaging the plant.
Whoever came up with and marketed this method probably had little time to dedicate to their plants. Orchid-growing is a hobby of dedication; you have to put time into your plants to see results.