We're finishing up our third winter with the ducks in their house, so I'm not sure how my question popped up again.
We went with hardware cloth in the rafters like Amiga posted, and the large triangle that the roof forms on two sides of the house just screened in. Their door is also a frame with hardware cloth.
The first winter we covered over the hardware cloth with plastic, leaving only the spaces between the rafters, and maybe the more protected triangle for ventilation.
The second winter we moved the house to a more protected spot where they could have free access to a fully enclosed yard, and hung "mud flaps" over the doorway, leaving both triangles for ventilation.
This year, I just realized, we intended to do the same and never remembered to hang the mud flaps. But we did put a small wall along the side of their yard where the wind would typically be coming from if it were going to blow into the house.
It's been a milder winter so far, but even so, there have been nights when I come home and it's 11 degrees out and the ducks have all decided to hang out in their yard, so I don't feel too bad about forgetting to tighten up their house for the winter.
I was worried at first that some of them were outside because they weren't being allowed inside, but I'll go out there mid-afternoon, and every last duck is in the house, so I don't think that was the reason.