I agree. Generally the cold air is not the issue when Gemma goes outside, it's the snow and ice on the ground. Her poor paws get so cold. I wouldn't even try to put boots on her because I know she would not walk in them. I'm not sure they even make any for a dog under 3lbs.
She just gets very short walking sessions at a time, then I carry her for a while to warm up her feet. She lets me know when her paws have had enough by standing still and holding one up at a time in the air.