OK, suppose I have access to amodern lab, and I can make all the trans-genic plants I feel like. What would be the challenges in makingb a palm tree that couold survive the NE winter? Could I just put some spruce tree DNA into that of the palm tree? Or is it much more difficult than that? Would this project take years or decades?
You’d probably want to start with Trachycarpus fortunei, which, according to the wiki article, can survive sub-freezing temperatures.
Plant a bunch of seedlings in a slightly cooler temp than they are accustomed to. Select the ones that grow the best in that condition and subject them to a colder temp. Repeat until you have selected a palm that is frost tolerant.
You’ve got to take the ones in yorick73’s example that grew best in the colder temps and interbreed them. Then subject their offspring to colder temps to see if any of them survive. Repeat.
Yes. 
Work done on this so far has been to locate palm species and local populations that seem frost-tolerant and reproduce them. I don’t know of any specifically bred hybrids that are available.
Theoretically you could use genetic modification techniques to create a palm that is super-hardy to Saskatchewan, produces 50-pound edible nuts, resists all known pests and can post intelligently on the Dope. Might take awhile though and ultimately destroy the Earth.
If I remember correctly scientists engineered a gene from a cold-water fish into a tomato plant to make it frost tolerant but I think it failed.
It’d be more difficult than that. Or easier, depending on how you look at it. Going the transgenic route would probably be very difficult and tedious. It’s not as simple as inserting one “Cold Tolerant” gene into the palm tree. Spruce, oak, and grass all tolerate freezing temperatures, but they use different strategies to survive the winter, which most likely involve many different genes. It would be like taking a turbocharger off of the diesel engine of a tractor trailer and expecting it to improve the torque of a gas-powered Honda Civic.
An easier, but more laborious and time-consuming method would be to selectively breed them and basically let nature do the work for you, just like we’ve been doing for thousands of years. This type of work would be better suited for a greenhouse than a molecular biology lab, and is a lot less sexy, but has a proven track record.