here is what I have learned about cold-weather kilting:

keep the upper body warm, including a hat and gloves. Something windproof helps.

8yard wool tanks are great, and keep most of the wind out.

pull up your hose, and make sure they are substantial in thickness and warmth.

wear warm boots with some kind of insulation in them.

if you have all these taken into account, the only part that should be exposed ( if at all) is your knees. If you keep moving at least a little, you should be fine.