Mine went out at 4 weeks in low 40's and windy weather -- I made a space in their pen partially surrounded by straw bales to both insulate and block the wind and hung a heat lamp with a 250 watt bulb above, about two and a half feet from the ground. It allows them to get away from the heat lamps if they get hot, but to be quite toasty if they are cold. In the morning when I go down to check on them, they appear quite content and plenty warm. (They have a house, but they seem to strongly prefer not going into it.)
I found the trickiest part to be that they aren't all feathering out at the same rate, which is why have enough space for them to get away from the lamp was important to me. And indeed, the more completely feathered of them prefer to be on the outskirts of the light and the less feathered are often directly below it in the morning. In the interest of full disclosure, however, I will admit that I checked on them several times a night for the first two nights because I was so worried that they would be too cold....