Looking at a video from Roscosmos on instagram, Exp. 52 Cosmonaut Sergey Ryazansky carried a blue box with him during his walk to the Soyuz rocket.
Upon looking at more videos of Astronauts boarding into rockets. I found this video of Apollo 10 Astronauts walking towards the rocket with similar looking boxes that they were each holding.
So what are these boxes that Astronauts/Cosmonauts carry into the rockets they board?