If the stall area is drafty, line with straw or hay bales. They like scratching in them, playing on them and the bales will block wind. You could open them up and use one as a starter for DLM, too.
Our barn was never heated and the chickens did fine. When it got really cold - single digits - and wet due to sleet/rain/freezing rain, we shut the barn doors. Make sure they always have feed and thawed out water - carry hot water out to thaw whatever system you are using - the big black feed tubs for livestock work well as you can dump them over and use a booted foot to knock the ice out of them. Then refill with the warm water.
Other than that, I agree with Mutt Farm to find out what others in your area do.