Many bikes are setup with hands spread far apart to gather all the wind. A narrower hand position will enable you to slice through headswinds. Use clip-on aerobars rather than bar-ends.
Pick a suitable winter grade windproof with a high collar and low back, well sealed at the waist, cuffs and neck. Add a buff to seal the neck. Make sure the material is breathable but windproof by breathing through the fabric.
For some extra insulation , short term, use an insulated sleeveless gillet rather than newspapers. You can zip this OVER your windproof. Most insulation is used under a windproof but removing it is a real hassle. I have used fleece gillets and lightweight insulated ones (Golite) and they both help. Some people use windproof gillets for a smaller amount of extra protection.