We've just been through a mini cold snap and my japs did just fine. 3 days in the range of -32C (-25.6F), -37C (-34.6F) with the wind chill.
They're in pens that are wired on 3 sides, solid top bottom and back with plenty of straw and huddle boxes in each pen. The pens are in a large room in our insulated, unheated barn. Their water froze solid so made a few trips out to refill them during the day and put a large bowl of snow in each pen for moisture in between refills. At no time were they stressed, huddling together for warmth, or shivering. Every time I checked on them they were wandering around eating, drinking, and doing what they normally do. Not once did I see any of them in the huddle boxes. Even got a couple of eggs. They weren't any good as they were frozen by the time I found them. This is their first winter outside and I've been so worried about how they'd handle the cold. Not as worried any more, but still have heat lamps standing by as well as extras cages in the house in case there are any problems.