In 20 years of, down to -35, weather (in Colorado)... we've only twice had chickens end up with frost bite. Both times were roosters who had large combs and both times were when the temps were in the minus 20s and/or -30s. We regularly have below zero temperatures and haven't had issues with frostbite. Remember good ventilation - not drafts! I learned that you can put Vaseline on their combs before bitter cold weather and it will protect them. If you are worried about it getting dirty - wipe off the vaseline and reapply the next night.