Make 2 - 3 heat stones. Only carry 1 with you, but leave spares near active touch stones.
If you leave one on the ground near your fire pit, then you can avoid using winter clothes when you go on lumberjacking runs. Just dash back to the fire and leave your cold one on the ground, and picking up the hot one. Don't forget to stoke the fire, but since you're collecting wood, that's not an issue.
Gotta shave those beefalo and make a winter hat. I find little use in the vests, since armor is so necessary most of the time.
Pro-tip: Warm clothing loses durability when it's worn, so always take off winter gear when you're at base camp and the fire's lit. The fire will keep you warm.