I know that pain too well. And since my feet would be spinning against this cold wind my toes would seize up worse and faster than my fingers, the spinning added to the wind chill effect.

I tried various things to block out the wind. Nothing fancy, I'm talking make-it-in-60-seconds arts and crafts variety.

One was to attach cup-like windshields made out of cardboard to my handlebars and pedals using duct tape. They looked like tiny motorcycle windshields and they worked very well because of the separation of 1 cm between you and this cardboard - it's not the same as wearing cardboard gloves because if you were then the cold would simply travel through the cardboard and into your hands. But since the cardboard is mounted on the handlebars - your gloved hands go inside but do not touch - the paper shell would be taking the full brunt of the wind without transferring the cold to your skin. Think of igloos.

Issues: cardboard got wet and soggy when parked inside at work, making new ones for the trip back home was too much arts and craft for one day.

Thankfully I wasn't riding in that kind of weather long enough or else I'd have upgraded the materials to make a sturdier model! Pedal windshields are easier to craft if you already have plastic toe straps on the pedals, because then the form is already there and you simply tape the walls to it.