Ditto dry straw over snow, or ground if under cover.
I have a couple of - shall we say - sensitive ducks, so mine spend winter nights in the walkout basement pen. They can get frostbite on the webbing of their feet, I've been told.
Mine shiver when they are very cold. My runners never read the book so they don't huddle together no matter how cold it gets, and they don't go to a sheltered place. What can I say?
Many people with runners keep them colder than mine. I will repeat what Holderread said about ducklings, and I think it applies to adults. Give them an option to move to a warmer place. I'd add - pay attention. It doesn't take long to go from chilly to cold to hypothermic. Some ducks seem smarter about staying warm than others.
Those who have water warmers provide a good option for the ducks to "warm up," even if the water is 35F. Mine don't seem to have trouble until it's below freezing. Sunny days they can handle it better.
