Oh! One other thing - wind driven snow. Check that they have good ventilation, but that you've blocked off drafts and the possibility of wind driven snow getting into the coop.
We're in the same boat here in the hudson valley. I'm going to try hanging a head of cabbage in our henhaus (like your toy idea), and when it stops snowing on Saturday or Sunday, I'll spread some hay on the ground outside to encourage them to get their fluffy butts out.
We've had a couple of 8"...