Technically not a wool hen, but we rigged up some hardware cloth bent like a greenhouse tunnel covered in an old tshirt, then place the heating pad on top of it and cover that with a washable waterproof pad. Our chicks are inside but raised on a deep litter soil floor and they spend a lot more time outside of the heated hen exploring than I would have thought. They also start sleeping outside of it overnight earlier than I expected.
When they first hatch each time I worry and put in a brooder plate. They all prefer the brooder plate but get tired easily from trying to push up their heads into the heat source, then pulling away because it's too hot. They repeat this over and over. Instinct to push up and huddle is so strong. They cry under the brooder more, but are silent and happy in the hen tunnel. When they are still really little I put a small stuffed toy in that that can climb up on so they squish themselves between the toy and the ceiling and they are very happy in there. No crying until they come out to explore and get lost going back for the first couple days