Yup, that's why I picked Frosty! 7 months of winter, 5 months of decent weather.
I haven't had frostbite problems... I did have a hen lose the ends of some toes this past winter or spring, but she could have been the hen that was sitting on some eggs in a corner and I found a rat tunnel right under her. Then I started sitting out there until 4 AM or so with a flashlight and a pellet gun, but that's a whole 'nother story...
I had a RP x BR hen hatch out a clutch in late July one year... Early October the babies were just over 2 months old and temps were in the 90's (rare for that time of year). Within days, Oct 5th, temps had dropped below freezing and we got a blizzard with 16" of snow (blowing snow so there were huge drifts). Mom and poults were caught out in it and disappeared. A few days later, mom showed up with one or two poults, and I was sick thinking about the rest of them (there were 7). Over the next few days they came straggling in though, and we didn't lose one.
Even the wild turkeys that don't have a building to go into manage to make it, and I have never seen one that looked like it got frostbite. And those are ambient temps. We also get winds up to 45 mph or so as a common occurance, so wind chill can get pretty ugly. But then again, it isn't that wet cold stuff with high humidity (like the lake effect snow) THAT is bone cold and you can't even dress for it.