It's cold enough this week to make you reconsider going out for dinner. But if you're craving Vietnamese, you might have a problem. The popular Saigon Grill mini-chain, with locations on the Upper West Side and in the East Village (and a third, closed for renovation, on the Upper East Side), hasn't been offering delivery since it locked out 22 deliverymen Friday night. "I told them to leave because they tried to extort," owner Simon Nget, a Chinese Cambodian refugee, said last night. At an 11:30 meeting Friday, he asked the workers to sign a form he'd prepared, stipulating that they received adequate wages and would not sue him. A representative of the workers, he said, mentioned a $700,000 settlement paid to nine employees, which he said made him feel "threatened."