Dry conditions. That is the number one aspect of your winter management. Humidity causes frostbite. If the coop is steamy, you'll have frostbite issues when the temps fall below 20F. A chicken is almost better off in a shelter or 3 sided arrangement then it would be in a coop that is all locked up and holds humidity. The chicken's poop is wet, their exhaled air is moisture laden and the bedding can be damp.
On a number of occasions last winter then temps in our unheated barn dipped briefly to -25F and -30F. We did not suffer a speck of frostbite. The barn is built to provide an "open eave" type ventilation. In other words, it is wide open and breathing. That to me is the key issue. Venting out the humidity. Best thoughts for your flock this winter.