I have found an issue, and one hour later, the solution…
When the particle object is a mesh, and the Frost’s particles are a custom geom with mapping, Frost uses the particle object’s mapping for its particles, and not the custom geom’s UVW.
That means if you have a box with a checker as the custom geom, Frost will use the particle object’s UVW to map this checker for all the particles.
So you need to go in the utility panel, and reset the UVW for the particle object.
I can understand this is not a bug, because is some case it could be very usefull, but maybe there is other people in the same situation, because visually it could be difficult to analyse the problem.