Icy Hot in the jock is acceptable in my book. Why are we so PC all of a sudden. I think any little stuff like that that is done good naturedly is fine. My son's football team had all the new guy shave their heads. Hazing, kept in good tatse, just bonds the team closer together. Cutting a kids laces in his spikes, etc. That stuff is OK when not taken to extremes. Get the kid once individually and the group of new guys as a whole to initiate them into the "brotherhood".
When it becomes unaccaptable is when a couple guys get messed with repeatedly all year or alcohol, etc. becomes involved.