I'm am in a similar winter climate and have my
chickens in a similar setup. Like bill, I have blocked the north wind and the top of their roosts. I used a tarp to do so. In previous roost setups I have also made a wind break with square bails to block wind. The
Chickens do not mind one bit, and will actually come out and forage while it is freezing rain or snowing.
I have heard certain breeds with a big comb will get frost bite on it. None of my hens have a comb, but my rooster does, and he hasn't had any frost bite trouble yet.