I would not heat, especially with the dry cold in CO. I lived north of Wellington, CO, which is much colder than Parker, for four years and had chickens and peafowl. I never heated and they did fine, even with blizzards and a record cold spell when it got to -30 (actual) with bitter winds.
Your chickens are just getting acclimated. Give them time to adjust and they'll be fine, no worries. Plenty of good feed, lots of healthy fresh scraps and they'll stay in good health. Keep an eye out for parasites during the winter. Staying cooped up they can sometimes get lice/mites.
I always opened my coop during the day and allowed them out, unless it was a raging blizzard. My peafowl roosted in a big, open barn without insulation and even they were fine.