I personally don't bother. Mine live in secure enclosures with hutches inside them, and I;ve gone to great lengths to make sure they're warm. Lots of straw in the hutches, cardboard boxes full of hay to snuggle into. Where do they sleep? On top of the hutches :shock: :roll: Again, tried to make it cosy up there for them, and they chuck all the bedding off!
Conclusion - they're not cold and snuggle up to each other.