I've always wondered this and I've never heard any responses regarding it, but, when the return capsule enters the Earth's atmosphere the viewer can see the heat trail behind it. I know there are tiles to prevent the capsule from incinerating, but do the astronauts feel any change in temperature?
my expert WAG (Wild Assed Guess!) is that they would not feel a change in temperature...simply because while the heat shield will get super hot, the exterior of the capsule can't get so wildly hot from the interior, or it would have substantial risk of deformation, then there is the interior atmosphere...which might be extra cool a/c, or even vented for a vacuum, and the astronauts are sitting inside their highly insulated, highly environmentally controlled space suits.
So...the only time an astronaut would feel heat, was during the Apollo 1 test (likely felt it for only one second), the Space Shuttle breakup during re-entry (and they'd have only felt it for a couple of seconds at most), or if their environment pack failed on them. When they do a space walk, the suits protect them from seriously wild temp swings. So my guess is no, a regular re-entry, they'd probably not notice a difference in normal conditions.
But...dumptruck of salt, ask at NASA's website, there might be a FAQ!