You just need to do what YOU think is right for YOU and your birds. I don't use anything, but that doesn't mean nobody should! My concern in your situation is that the coop you have isn't very large, so it would be so much harder to keep the lamp in a safe area where the birds can't knock into it and/or so they don't overheat. I was not so much trying to talk you into the way I do things as I was just trying to give you a little reassurance that chickens are hardier than we sometimes give them credit for.My friend in ALaska says they have blue insulated foam on the toilet seats in outhouses so you don't freeze burn your bum. Many there live without running water because the are so remote.
The temps are to fall between -10 and -20 tonight. I'm trying to talk myself out of a heat lamp. But if they aren't needed in Wyoming, I can't justify it here. But....I'm struggling with this.
As for the blue foam on the outhouse in Alaska, Ken (hubby) grew up on a ranch outside of Pinedale Wyoming, and they didn't get running water out there until 1979. Yep. Two adults, 9 kids and no running water! So they used an outhouse and it's a heck of a lot snowy and colder than it is here. The foam is because there's no feathers on people hineys, I guess.
Anyway, like I said, you do exactly what you think is right. And keep us posted.