It's not cold war, but I would recommend Alone in Berlin. Story of a family in Berlin trying to spread anti-Nazi propaganda during the height of Hitler's power - brilliant read. Currently reading the Night Manager (haven't seen the TV series) and can confirm that it also very good.
I loved Alone In Berlin.
I 'read' the audio of the Odessa File recently, by Frederick Forsyth. Absolutely brilliant and quite different from the movie.