I know that there is already a disagreement with this but I have done this and as long as you don't remove the plastic until it's warm and wonderful outside, you'll be fine. Don't enclose the whole foot. I usually cut up a sandwich bag so there is no "zip lock" part rubbing my foot and the cut it to width which means it has two open sides. Big toe goes into the closed side and it's closed in the front. Open side on outboard edge.

Works great. Your own heat traps in the bag and your toes stay warm. The bag should only go up about mid foot, not to your ankle.

This should be your second in line effort to fight the cold. First is toe warmers or booties. If that fails ADD the plastic and you'll be perfect