Oh, I can so relate to that! I evicted my chicks last year when the noise and the dust just got to be too much. Our coop wasn't even totally finished but on April 1st, out they went! I stuck a heat lamp out there. I had put a wireless thermometer in there too, with the receiver on the nightstand by my bed. Big mistake! I kept opening one eye and watching that number get smaller and smaller. It was 20 degrees in there. So of course then I had to keep getting up and checking on them. I'd put on my boots and my heavy coat over my flannel jammies and run out, open the door, shine the flashlight on them, and they were all cuddled in a pile in front of the pop door, nowhere near the heat lamp. I got up after a night of constantly jumping up and running out there expecting to see chick-sicles but they were just fine...they'd eaten and were waiting for me to open the pop door so they could go out into the run. It was the same story the second night, except I only got up once. So that third day the first thing I did was take out the heat lamp! That night it snowed. A lot. And we didn't get our last snowfall until June 6th. They are hardier than we give them credit for, I think.
Now I skip that whole headache and brood them out in the run from the start regardless of temps. Way easier on my nerves, and they seem to grow faster, feather faster, and adapt to the rest of the coop routine beautifully. But isn't that first night a wooly-booger?