So here's something I've been trying. First off, go out and buy yourself some proper good thick tights! I bought mine from Marks and Spencer's, they might be a bit more expensive but mine have lasted so long and they stand up to being machine washed (which is amazing!).
Next combine with a cute dress (with a thermal vest underneath shhhh), a snood, thick socks, boots, a cardigan and a jacket/coat.
Here's an example of what I wore a few days back: