The bedding on the floor is for when they are awake and moving around during the day. At night they are on the roosts and hunkered down on the toes to keep them warm.
I have been reading this post with interest and seeing everyone say that the bantams are more... delicate? I have a bantam Silkie rooster and a bantam Cochin that I hatched from shipped eggs, they're about 4 now and have lived their whole adult life in an insulated but unheated building. I guess I am lucky, they are doing fine. I do occasionally have roosters get frost bite on the combs, so am making an effort to stick more with rose comb varieties.
I usually have a heated waterer in with the chickens and horses and pack water to the rest. As long as everyone can get out of the wind, they do fine. I do see the turkeys shiver when it first gets cold, then they seem to adapt and quit. I only use heat lamps when they are babies, and tend to raise the heat faster than recommended. They seem to feather out and grow faster if I do that. My pop door to the run is open 24/7, but is on the side away from prevailing wind. I also have about 6 windows along that side (the south side of the building), and have them opened a few inches.
On the subject of insulating... Don't put styrofoam insulation on the inside walls. The chickens will eat it, and no they don't lay their eggs already in a carton. Dh did that once and covered the lower two feet of the wall with hardboard. They managed to eat the insulation up to about a foot above the hardboard, then got some of that pulled down and ate some more.
I was interested to see the post on cold weather management, and one question was 'do you heat'. A lot of folks who said yes were in the south, and from what I could see the majority of folks in the north said no. Maybe our perception of cold is different?
Currently it's 5F outside with winds 26 - 33 mph. I need to go take care of critters, I am sure the wind will make pitching hay fun!