I know you do, I have thermometers in my houses to keep track of the temps[just me] I keep deep shavings on the floor even though all my ducks in this one particular house roost[Muscovy's] with the chickens. My other ducks snuggle into their shavings though as do my geese. If you see shivering or they look like the cold is getting to them by all means use some sort of heat but heat can also hurt them since they need to acclimate to the temps so if they go in at night to a warm shed then out side to freezing temps that cannot be good either. Ever worn down jacket of vest? or slept under a down comforter? Aww so nice and warm. 
