While it doesn't need to be cold, your batter should have time to rest. Our no-fail yorkies recipe recommends transferring your batter to a jug after mixing, then leaving it to rest for at least 15 minutes.
Should Yorkshire pudding batter be chilled?
Tips for Perfect Yorkshire Pudding
The batter should be chilled after mixing for at least an hour before baking. Batter should be poured into a hot pan containing hot grease. Yorkshire Pudding are best served straight from the oven, as they will start to deflate as they cool.
Is Yorkshire pudding mix better cold or room temp?
And room temperature batter is ideal
Room temperature vs cold batter: if your batter is at room temperature when it hits the hot pan, you will get a better rise with a crispier hollow pudding. If your batter is cold, your Yorkshires will be slightly more dense inside but with that perfect gravy-pooling cup shape.