I think the best thing to do is, if you can, enclose a run for them that's attached to their coop so they can be outside, and get in on their own. I'm of the opinion that being cooped up all the time, no matter the season, exposes them to disease and dust/lung issues, and boredom. I don't think they mind the cold as much as we do, and I think that predators can be worse this time of year. Having said that, a desperate fox or raccoon won't mind coming in to the coop at all. I'm all for free ranging, and mine do 3 out of the 4 seasons, but I do keep them in the coop and run this time of year, and just make sure I clean it out more often.