Dont feel bad over using a heat lamp. There are always exceptions as to the noraml rule of avoidance. We have very cold weather here as well with -20 overnight and -30 windchill. I didn't worry about it as my coop is well designed and ventilated. In six years and colder temps I have never had even the slightest frostbite let alone had a chicken get stressed by cold. But this weekend I should have worried, my girls are all older 2+ and healthy, but that -20F was a 25 degree drop in about 36 hours. I lost 1 hen, had 2 others nearly followed and nearly all were showing signs of moderate to extreme stress to the cold. I had to add 2 heat lamps to save them. My coop is 11x14 ( plus a 14x14 run) and houses 22 hens, if the temps had gotten that low over a period of days or weeks they could have adjusted, but 36 hours was too quick. Use your gut, most breeds can handle -20 F,but if you think they need assistance then do what you think is best. Heat lamps can be dangerous but so is driving a car, exercise caution and use your head. It is a better problem to have to wean them off a lamp than to have them suffer and freeze to death.