A lot of people thought Coldhands WAS Benjen. I think this proves the theory for two reasons.
1) Benjen in the show other than not riding a moose, has the blackened hands that give Coldhands his name. If you missed it, it's the first thing I looked for. The tell-tale signs of frostbite on his hands are there, they are not black but they are darker grey than the rest of him.
2) The mystery of Benjen/Coldhands in the books was still there. If in season 3 when Coldhands was supposed to show up, shows up as Benjen, then that mystery is gone. It makes perfect sense in that light for GRRM to stipulate that Coldhands can't show up until the show passed the books, or GRRM got his next book out.
Oh, I'm aware that GRRM probably said they are not one and the same in a response to an editor, but the editor did ask like 4 questions, and the no could be to any of them. Also, the fact that this editor ended up leaking the comment means that it's also plausible that GRRM is misdirecting.