This is a question to physics department. Chemists only see liquid helium when refilling NMR instruments. Boiling point and comfort working with changes in this order: He < H2 < N2< NH3 < H2O
. I didn't find any papers regarding colloidal systems in N2. So, chances are nobody looked into He yet. Try a deep search on N2 colloids first.
Currently colloidal systems are interesting as drug delivery methods (water, water soluble polymers as a solvent) or nanotechnology (organic solvents at room temperature). There isn't enough motivation to study colloids at low temperatures at the moment.