from this post, it looks like you can use Amethyst to roll Frozen Set, but it has to be rolled on a Rogue item. so you would either Jasper a non Rogue item to Rogue, roll Frozen onto it, then Jasper it to the Class you want the item for. or just get a Rogue item with Frozen on it and Jasper it to Warrior or Wizard. the method you use depends on if the items you want Frozen on have affixes that can be rolled or not.