Guide
How the kit works
Start close to your targets and use Frostgnaw to hit enemies in front of Kaeya with Cryo damage. Each hit heals him for 15% of his ATK through Cold-Blooded Strike. If Frostgnaw freezes opponents, Glacial Heart makes them drop extra Elemental Particles, up to two per use.
When it is available, cast Glacial Waltz. It summons three icicles that circle the active character and deal Cryo damage to opponents in their path. Switch to a teammate and stay close enough for the icicles to connect. You can return to Kaeya to use Frostgnaw again.
If Kaeya stays on the field, Ceremonial Bladework (NA) gives him up to five Normal Attack strikes. Its Charged Attack consumes Stamina for two quick strikes, and its Plunging Attack damages enemies along the way and on impact. Hidden Strength reduces the party's sprinting Stamina consumption by 20%; identical passive effects do not stack.
Build and why
Use four pieces of Blizzard Strayer when you can keep Cryo on enemies. Its two-piece bonus gives 15% Cryo DMG Bonus, and its four-piece bonus gives 20% CRIT Rate against opponents affected by Cryo, plus another 20% if they are Frozen. Both Frostgnaw and Glacial Waltz benefit from the Cryo bonus.
Four pieces of Noblesse Oblige are a team-focused option: the two-piece bonus gives 20% Elemental Burst DMG, and casting a Burst gives the party 20% ATK for 12 seconds. That party effect does not stack. Four pieces of Emblem of Severed Fate instead give Energy Recharge and increase Burst damage based on that stat. You can also combine two pieces each of Blizzard Strayer and Noblesse Oblige.
Choose ATK Percentage or Energy Recharge on the sands, Cryo DMG Bonus on the goblet, and CRIT DMG or CRIT Rate on the circlet. For substats, look for Energy Recharge first, then CRIT DMG, ATK Percentage and CRIT Rate. Check how often your enemies are affected by Cryo or Frozen before adding more CRIT Rate to a Blizzard Strayer build.
Mistsplitter Reforged is the first weapon to consider: it gives an Elemental DMG Bonus and can gain stacks when Kaeya casts his Burst or has less than full Energy. Azurelight is another option that gives ATK after his Skill; its further bonuses require zero Energy. Absolution gives CRIT DMG, with a conditional damage bonus when Bond of Life increases. For a 4-star option, Favonius Sword can generate particles on CRIT Hits.
Leveling priority
For a Burst-focused build, I suggest leveling Glacial Waltz first because its icicles keep dealing damage after you switch. Follow it with Frostgnaw, then Ceremonial Bladework (NA). If you use Kaeya's sword attacks often on the field, consider giving his Normal Attack talent more attention.
To ascend Kaeya fully, you need 420,000 Mora, 168 Calla Lily, 46 Hoarfrost Core, one Shivada Jade Sliver, nine Shivada Jade Fragment, nine Shivada Jade Chunk and six Shivada Jade Gemstone. You also need 18 Treasure Hoarder Insignia, 30 Silver Raven Insignia and 36 Golden Raven Insignia.
For all three talents to maximum level, you need 4,957,500 Mora, nine Teachings of Ballad, 63 Guide to Ballad, 114 Philosophies of Ballad, three Crown of Insight and 18 Spirit Locket of Boreas. Add 18 Treasure Hoarder Insignia, 66 Silver Raven Insignia and 93 Golden Raven Insignia for the talents.
Constellations worth it
For a Burst build, I would look at Glacial Whirlwind first: it adds one icicle to Glacial Waltz and restores 15 Energy when you cast it. Never-Ending Performance is also worth considering for fights with several opponents. Each defeat while the Burst is active extends it by 2.5 seconds, up to 15 seconds of added duration.
Frostbiting Embrace adds three levels to the Burst, so it is a useful direct upgrade to that talent. Dance of Frost does the same for Frostgnaw. Neither changes how you need to play.
Excellent Blood gives Normal and Charged Attacks 15% more CRIT Rate against enemies affected by Cryo, so it matters more if Kaeya attacks on the field. Frozen Kiss is defensive: below 20% HP it creates a shield for 20 seconds, with a 60-second interval. You can leave these lower in your priorities for an off-field damage build, but do not rely on the shield as your main protection.
Teams
For a Freeze team, try Kaeya with a Hydro character such as Xingqiu or Sangonomiya Kokomi. Their Hydro gives you a way to freeze enemies with Cryo, which supports the four-piece Blizzard Strayer bonus. Aim Frostgnaw at opponents you can freeze with it to get the extra particles from Glacial Heart.
Escoffier is a Cryo healer you can consider for another slot. Kaedehara Kazuha gives the team an Anemo character associated with Swirl. With that setup, Kaeya supplies Cryo damage through Glacial Waltz while the active character moves around with its icicles.
For a different direction, consider a Pyro teammate such as Mavuika alongside Kaeya's Cryo. Her off-field role gives the team another source of elemental damage. Pick your remaining slots around the damage and protection you need rather than expecting Kaeya's self-heal to cover everyone.
Common mistakes
Do not cast Glacial Waltz and then fight too far from enemies. Its icicles need opponents in their path. Likewise, aim Frostgnaw in front of Kaeya rather than using it while facing away.
Do not assume every hit from Frostgnaw produces the extra particles from Glacial Heart. The Skill has to freeze opponents, and it can produce at most two extra particles per use. If your Burst is often unavailable, consider more Energy Recharge instead of building only for damage.
Do not count the full Blizzard Strayer CRIT Rate bonus against every target: the second part requires a Frozen opponent. The self-heal from Cold-Blooded Strike also belongs to Kaeya, so bring separate protection or healing when the rest of the party needs it.