I also live in Wisconsin. My chickens like to sleep in the run all summer and it's really hard for them to switch to the coop in the winter. Usually only a few older ones do it by themselves once it gets extremly cold. I used to go out there and move them all in by hand during the sub zero snaps but I didn't this year or last. Never had any die or get frostbite on their feet. I have some get it on their combs and some that don't, I think it depends how they sleep. I have a 3 year old leghorn who has never gotten frost bite and she has quite the comb. 
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This hen made it through 3 winters sleeping in a run outside without getting any frost bite. My run top metal sheeting so no snow gets in, and most of the northern wall is wind blocked by my chicken coop. I have some birds that sleep with their head out in front of them and dont even try to tuck it in, these ones lose most of their comb and wattles to frost bite regardless of where they sleep. I've never had any bird die because it got to cold. If they have food and water and aren't over crowded they usually go through the whole winter unphased by the temps. I have all sorts of breeds and have kept a lot more in the past but dont anymore. This includes OEGBs, RIR, BA, silkies, leghorns, Egyptian fayoumi, and several other bantams. Some of these breeds you would think of as cold hardy, some you would think of as medetrainian, all of them handled the winter the same here and I've never had an issue other than frost bite on the comb.