Start taking a quarter or half teaspoon of cayenne pepper mixed in a little bit of cold water, and gradually increase the cayenne dosage to 3/4 teaspoon. this will boost your circulation to help keep you warm. The frostbite remedy is much higher.
Or you can try the old fashioned remedy, when they used to make a pan of very warm water and a pan of very cold water, then submerge your left hand and foot in one pan, and your right hand and your right foot in the other pan.
It was claimed that it made your body adjust to temperatures much better.
I have heard of the cold and hot remedy many years ago. it was an old country folk remedy, but never tried it personally, so I cannot vouch for it.