Is it better use Nylon fillement for cold pull even if I have been using PLA?
Nylon holds better when pulled, PLA may snap.
Also it can grab particles around it, but it keeps low friction so the force you use to pull goes to detaching the dirt instead of rubbing against the walls.
By getting solid and by maintaining strength at higher temperatures, you can pull when it's hotter (with PLA you should pull at what? 40 °C?) and by being hotter can grab particles and remains of other filaments which are potentially softer. It's pulled at around 140-150 °C so that ABS and PLA at that temperature are very sticky and soft.
By holding easily higher temperatures (250-260 °C easily) you can also extrude it and it will melt any other filament in the nozzle.
Try doing some cold pulls with a light colour PLA to be able to see what it grabs. After a couple of pulls it should be clean. Then do nylon and check how much more stuff it will remove. If it's nothing, no need of using nylon. If it's dirty, it's the proof it can clean everything better than PLA.
A sample of nylon (50 g usually) will be sufficient for a long time so no need to get a full spool.