I get really concerned over exposed skin in the wind. Wind chill can be downright critical when the nominal temp is 20F and lower. The scariest I have run into was one day last winter. The temp was below zero (had been for days) and the wind chill one day was -35F. What frightened me was that I could not perceive a difference between that an 15F. Obviously -35 is dangerously cold, but I really could not feel it.
Marc