I know it would be nice to have a simple (yet accurate) rule of thumb about what temperature you start getting risk of frostbite.
Unfortunately my understanding is that it depends considerably on humidity.
Which means both 'humidity of your climate' and 'humidity of your particular coop'.
(also of course on breed, etc)
So what may work just fine for one person in one area may lead to frostbite problems for someone else in another situation.
I realize that isn't "helpful" but alas I fear it's the way the world IS.
Me, my coop doesn't get terribly cold but I vaseline combs (in the evening, when chickens are on roost, so's to avoid the rodeo aspects of it) anytime we are having weather cold/damp enough that I'm surprised how not-cold the thermometer says it is, based on how my face felt when I was outside. If I had a more conventional coop I would probably apply precautionary vaseline twice a week regardless, in the cold part of the winter.
JMHO,
Pat