Just wanted to add for anyone who runs across this thread in the future: My daughter got a bantam easter egger that grew into a frizzle. I wouldn't have gotten a frizzle intentionally because we get so cold here and I was doubtful that the plumage would be effective against the cold. I initially checked in the middle of the night each time we got a colder low going into winter to see if she seemed to be struggling. However, this little bantam has survived temperatures as low as -18 overnight so far.
I do keep them in a nice coop (solid walls, floor, and roof, no drafts, deep litter), but no heat. I can't imagine it is more than a few degrees warmer than the outside.
So, you can add my experience to the pile. I'm not sure how far into the negatives they could survive, but I would think anyone who lives in places that don't get far below 0 would have nothing to worry about.