Thanks for the advice. I did not realize they produced all the dust as most people talked about it being from pine bedding, etc.
Currently our 8x18 run is complete with roof, sides, etc. and all hardware cloth is in place. I now simply need to finish building the coop inside. I only need a couple nice days outside with help from my dad and it should be ready.
Maybe we could move them outside after the first week and they don't need as much attention. My wife is purchasing me an Ecoglow 20 as a birthday gift as I worry about the heat from a lamp and know the power consumption will be much lower with this. We are located in Raleigh, NC, so it doesn't often get much below 30 degrees during this time of year.
We will see how things go.