Not really, chickens are surprisingly hardy and like others have said - food is food, even in the winter. You're a little further north than I am, but around here my chickens just kinda roll with it. The trick is keeping the coop dry dry dry. Much harder in our snowy areas. I don't worry until it drops below -5*F, at which point I plan for it by putting more straw in the coop and making sure they get a LOT of water outside. When it snows deep I shovel the snow away some and throw down hay or straw or something to give them something to walk on that isn't snow.
I like hot mash in the winter because chickens can become dehydrated because of freezing waterers and the extra water content is nice, but I also dislike it because it can freeze. So feed it in limited amounts. Otherwise, treats are more for people than chickens. Chickens just need a balanced diet. Chickens wear down feather coats everywhere they go and have very little in their legs to get cold. After the first couple weeks, my chickens usually adjust and come out of the coop every day to hang out with no extra shelter.
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