I usually try to avoid cutting when it is under 20 degrees, just not as much fun worrying about frozen fingers, etc., and it usually does not stay that cold for too long, so I try to pick my days to cut. I'll make exceptions if I have to get something done, but in general that is what I prefer.
It was low to mid 20s the last time I cut for the whole day, but that was fine. Once you started working you felt warm. A heavier sock, double layer paints (I leave the jeans on under the canvas outer), a turtle neck, and insulated gloves and I'm fine. You pay more attention to how you dress for the cold as you get older!