Romance dramas with a Cold/mature Female Lead

Lol you should try Gilded Age. Not a korean drama but there are enough "coldish" bad arse women in there ;)

Anyways for korean dramas:
There are of course the typical recommendations like;
 Hotel del Luna or
 It's okay to be not okay or
 Angel's Last Mission or
 Crash Landing onto you
I hear your voice

And some dramas that are now lesser known:
My Love from the Stars
The winter the wind blows
Secret Love Affair
Search: WWW
XX - this does not really focus on the romance couple. But there is romance in it too
Big Issue 
I'd actually also recommend you Misty, The Good Wife, Lie after Lie, Secret Boutique, My Name and Trinity of Shadows. But these dramas are not mainly focusing on romance. Though romance does play a role (apart from the Good Wife).

Meet Yourself – calm/mature fl

seconding Fake It Till You Make It

When the Weather Is Fine

You Are My Hero – fl is mature but not cold or calm, definitely still the cutesy type