I know the feeling! With my OH being allergic to the buns, it is very rare they come inside .. though he is the one who instigates it if he feels it's too cold .. trouble is, the hay sets Mike's asthma off terribly ... even if they are in the garage.
So .. they're just outside the patio door .. so they can see us and feel part of the family .. they have their cage, with an expandable run .. during the winter I keep it about 4 foot by 6 foot as they tend to mark their territory by pooping all over the place and, as you say, cleaning them up in the cold weather isn't the best.
During the summer though, they have a run of about 5 foot by 10 foot - the top is covered by netting and I leave their cage door open so they can go in and out as they please.
It's blowing a gale tonight and only Mookie, so far, as braved the elements .. her fur is sticking up all over and she has plumped her little body into a puffball. :biggrin2: