If their wing feathers cover that area then they won't lose much heat from it. Rather than a heat lamp I'd maybe just give them something like a cardboard box with a bit of hay or straw or similar to help keep them warm. The only thing I'd worry about is if you're introducing them to other chicks, will they be able to huddle somewhere warm if they won't all sleep together at first or is there a risk they could end up getting chased into a cold or draughty spot? Having them all in the outside coop for their first night together might hopefully make things easier as the new chicks won't be coming into a space that the others see as "theirs". Do you have plenty of clutter for them to stay out of sight at times if there's some chasing and pecking while they get used to each other?
When we had a storm here a couple of weeks ago it was about 50F during the day but "feels like" 15-20 degrees lower, winds 50mph gusting up to 80. I had 6½-week-olds living outside at the time and they were still choosing to come outside in that weather for short periods before getting back out of the wind. Chicks are hardier than people often think