When it's cold, I will put baby oil and a coating of Vaseline on the combs. If it is RIDICULOUSLY cold...I put IcyHot and Vaseline on the comb. The trick is to increase blood flow to the comb to prevent it from freezing. Along with the increased bloodflow, the comb regains moisture. Once the moisture is gone...the comb has an increased chance of freezing off because there is little or no heat being exuded from the extremities.
It's a one-time only application and you never have to worry about frost-bite again, nor do you have to mess with the daily slathering of petroleum jelly products.
Of course, if you do show your fowl and dubbing is not required by the breed standard (as it is with Old English and American Gamefowl), then you're probably going to have to give them special attention to keep frost-bite from occuring.
Also, provide your chickens with wide roosts so that they don't lose any toes.