Make sure they are dry and draft free. You need ventilation (especially in winter). If you are worried about their combs and waddles, you can rub Vaseline (attracts dust tho), Bag Balm, Baby Oil, or A&D Ointment on them. See the sticky under Coop Building and Maintenance on Ventilation. It has some very useful information on it.
Ventillation is definitely the issue, even more so than the temps! Frostbite can happen at or near 0*C if the air is humid and ventillation is not adequate.
*I live in a desert area so you would think NO humidity....this guy is from last year... **this guy, now has two small spots....our humidity only got to like 20%.... I was hoping to avoid this, but I guess I need to watch more carefully now.
-20 C is -4 F, which is exactly what my outside low was last winter. I had great ventilation, no breezes on them, and birds with single combs, including a rooster. No frostbite. Often the problem comes from a lack of ventilation, especially in a fairly small coop. The birds give off a lot of moisture when they breathe and their poop can contribute quite a bit too. There have been plenty of posts on this forum where people had a problem with frostbite, added ventilation to their coop, then had no more frostbite problems.
Also make certain the birds are in good nutritional status. Make certain they go into night with full crop. Birds that are sick or otherwise stressed should also be watched more closely for frostbite.