Once you are used to sub-zero temperatures it is no big deal. People from states like Minnesota and North Dakota wear t-shirts and shorts when it is 32 degrees Farenheit(O degree C). Seriously.Yes, we were lucky to have only a gentle breeze when it was coldest. We had lots of fun making frozen soap bubbles and such. Later in the day we birded in very strong winds off Lake Superior (taking shelter when we could behind trees and our vehicle), but the lake contributed some warmth so it was only minus 20 Celsius there! Really, with a good base layer and good circulatory health, the risk of frost bite is not as much as you seem to think. The base layer nullifies most considerations of "wind chill" when it comes to skin. Runners/joggers around here routinely go out in their insulated spandex in subzero F (below minus 18 C) weather.
--AP
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