Personally I wouldn't heat the shed, I would just make sure it is really well insulated and give the buns some little snug boxes to snuggle into if they want. The water in Dudley and Mavis' shed never freezes so it does stay above 0 in there, in my opinion a heater can often do more harm than good. Not only is it a fire risk unless it is one of those greenhouse type heaters, having a heater can cause greater temperature fluctuations especially if they are reliant on you switching it on and off rather than on a thermostat...and if the idea is to take the chill off rather than warm it up, you can achieve the same more safely and consistently with good insulation.