Oh I've tried. It doesn't even put a dent in cold like this. It makes a dent in my insulated and heated garage, but once the door is open, it doesn't stand a chance. I have one, and it just burned up last night, unfortunately.
To your point though, I was outside last night and within five minutes my fingers were numb; even with double gloves. I started a fire in my steel chimenea thing and while that didn't make it comfortable, it kept the feelings in my fingers.