The Primordial Disk of small icy planetesimals, once located at 15–30 AU from the Sun, was disrupted by giant planet migration in the early Solar System. The Primordial Disk thereby became the source region of objects in the current–day Kuiper Belt, Scattered Disk, and Oort Cloud. I present the thermophysics code ‘Numerical Icy Minor Body evolUtion Simulator’, or NIMBUS, and use it to study the thermophysical evolution of planetesimals in the Primordial Disk prior to its disruption. Such modelling is mandatory in order to understand the behaviour of dynamically new comets from the Oort Cloud, as well as the activity of Centaurs and short–period comets from the Scattered Disk, that return pre–processed to the vicinity of the Sun. I find that bodies in the midst of the Primordial Disk with diameters ranging 4–200 km lost all their CO ice on time-scales of order 0.1–10 Myr depending on size, through a combination of protosolar and long–lived radionuclide heating. CO and other hypervolatiles therefore require a less volatile host for their storage. I consider two possible hosts: amorphous water ice and CO2 ice. Because of the high luminosity of the protosun, some Primordial Disk bodies may have sustained significant crystallisation, CO: CO2 segregation, and CO2 sublimation in the uppermost few tens of meters. I discuss how this may affect coma abundance ratios and distant activity in dynamically new comets.