I'd let them out. My bantys go out all the time, it was 4 degrees last night (heat lamp kept hen house at around 20, warmer directly under it), 7 degrees when I opened the door this morning. They all crowded out. My Japanese roo kept standing on one leg to warm his other foot, then switching feet. The d'uccles come out for a bit, go in to warm up, then come back out. They know when they're too cold. I put vaseline on the roo's comb, because of frostbite concerns. The d'uccles do seem to feel the cold a bit more, they start shivering and then go inside before the others get the choice spot directly under the lamp. But they have always been fine as long as they can go in to warm up. I don't even think about plugging in the heat lamp unless it will be below 15 or 20 degrees for extended periods.