I looked them over this morning and I didn't see anything odd. One chicken has a few black spots on her but it didn't look like frostbite. I do it at night when they are roosting. They don't care to be "greased" up. I guess it has been helping. I have a really draft free coop too. Good luck
I have a heat lamp for extreme cold and my temp in the coop was -4 at the lowest yesterday and I have 3 mo. old chicks and older hens. They all were fine. I was worried also and this is my first winter with the chickens. My neighbor told me that they can take the cold just not the wind...