I don't use a heat lamp at all, the coop is warmed solely by their body heat, and I have straw substrate. Once the snow melted a bit, and was trampled down by the dogs, I managed to lure them out of the covered pen across the yard with some oats. There was a lot of flapping and squawking and...
When it's really cold and the silly things don't even want to poke their head out of the coop, I use a Flock Block, located just outside the door. Inside and that's all they eat, ignoring their food, but a little treat outside the door, and that seems to keep them occupied enough they don't peck...