Treasure Hoard of the Cold Drake was a Lost Worlds Adventure Set that used the same plastic "cavern" terrain set originally used in Adventure Set II: The Dwarf and Goblin Wars. The rules specify that the adventure set is intended to be used with 3-4 human or humanoid Lost Worlds characters. However, no metal miniatures or character books were included with this adventure set, so those items would have to be provided by the players.
Both editions of Treasure Hoard of the Cold Drake include a 12-page booklet containing the background story and four scenarios; the plastic cavern terrain set; a printed diagram of the terrain with scenario-specific locations marked; four plastic chips; and a six-sided die.
In addition to the above, the Nutmeg set also included an illustrated cover sheet, 24 treasure cards printed on cardstock (required to be cut apart by the player), and a double-sided card with reference charts and tables.
The Greysea set included two of the new Lost Worlds fantasy cards, an eight page booklet titled General Rules for Miniatures Play in Lost Worlds Scenarios, and a sheet titled Special Charts & Tables for Lost Worlds Miniatures Play.
The Greysea rules specify that 24 treasure "fantasy cards" are required, but as it does not appear that this many cards were included with the expansion, the players would have to purchase the additional cards to use the Greysea set.
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