This randomized pilot phase I trial studies how well sargramostim after cryotherapy works in treating patients with prostate cancer. Biological therapies, such as sargramostim, use substances made from living organisms that may stimulate the immune system in different ways and stop tumor cells from growing. Cryosurgery, also known as cryotherapy, kills tumor cells by freezing them. Giving sargramostim after cryotherapy may work better in treating prostate cancer.