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There's really no reason to lock them in the coop, except possibly during a storm. Lots of people shovel the snow out of their runs so the chickens will be more likely to go out. You can do things like lay pallets on the ground to give them something they find more comfortable to walk on. A tarp or board cover might help keep the run clearer. Bales of hay on the upwind sign may help. By far the best cure for boredom is space, IMO.
Feathers are high protein and eating them may also mean their diet needs more protein. A lot of people up the corn or scratch in winter, thinking they will be warmer, but unfortunately all this really does is decrease the protein in their diet. Best solution is meat, any kind. A pack of chicken or turkey necks or backs is not expensive. Canned mackerel , found near the tuna, is an inexpensive way to add protein and they love it; I feed one can over 3 or 4 days. BOSS is somewhere around 20% protein, not much higher than feed, but better than corn at 8% or so. Game bird feed as a treat or snack is also an option. Cheese, cat or dog food all add too much sodium to use more than once in a great while.
