The first 2 broodies hatched their babies about 3 weeks ago and they're doing great. I have them in a 4x4x2 box in the barn. No electricity, so I never gave them a heat lamp at any time.
I gave them 9 eggs between them and 8 hatched. They each sat in their own nests during incubation, but as soon as my blue hen hatched hers she moved in with the white hen, who hadn't hatched hers yet. From that moment on, they became domestic partners and the babies don't differentiate between the mamas. At night both broodies and all 8 babies cram themselves into a 5 gal bucket.
Even as the weather gets colder, the babies are out and scratching around their pen. They just tuck under one of the mamas when they get cold. Now that their feathers are almost all in, they only tuck under mama at night.
Broody #3 gave up before the job was done, so I gave her eggs to broody #4. Broody #4 made her nest in a corner of the coop instead of a nestbox. Not the most convenient spot, but the other hens leave her alone and she seems happy enough. She's due to hatch this Sunday.
I've been calling my broodies hens, but they're all technically Silkie pullets. A few weeks after they start laying, someone goes broody. A 5th pullet has started laying, so I'm sure I'll be dealing with Broody #5 very soon. I really hadn't expected chickens to
want to brood through the winter, even if they are Silkies.