I have used sand on the coop floor through winter and it does get pretty cold. I think if you are dedicated to keeping it scooped it works but if you don’t want to chip out poop-sicles then adding some bedding is ok. Bedding (and not scooping) will change the amount of ammonia in your coop so you will have to take that into consideration.
I have stayed with sand because I’m paranoid about mice making a home in deep bedding but it might be a silly reason.