Hi Bubbaz, you do not need to insulate the coop, just make sure you have the ability to cut down or prevent drafts. You know those down coats you put on and how warm they are...its chicken feathers.
Personally I don't like the heat your coop in winter as chickens produce a lot of dust that gets flameable, when the power goes out, they will become overly cold, not building enough down to keep them warm. If they are old enough to lay eggs, then they are fully feathered enought o wean off that light!
I had one coop that I wrapped up to the roof with plastic. The roof was only aluminum roofing. The hens and geese lived very well in the building (separate pens). Like with our own houses, if you close in tight, then it can have gasses buildup and make them ill.
Treats are whatever you give them. Peelings, lettuce, cooked veggies (they love it) and grapes are my gils favorite. They love sweet stuff, watermellon and bread.
Good luck!
Kel