Do not turn off the lights when you leave, the static electricity holds dust to the bulbs and it drops it when you turn off the lights and shut the door. Don't shut an open electric garage door, and don't unplug anything after the paint is on, or throw any electric switches... Good ways to burn down shops.
Windchill is irrelevant to glue and paint, surface temperature is everything. It may be freezing to you, but if it is bright and sunny outside, and will be for a few hours you may be better off outside the shop than in... particularly on a calm day. Infrared thermometers are good fun... if you don't have one you should get one to play with.
If you must work indoors, vacuum up the floors where you are walking stirring up stuff with a shopvac and a fine filter. Put a yellow drywall dust bag in, and no dust will come out the other end. Using anything but, unless you have a 20 foot hose and can get the shopvac exhausting outside the shop, is a waste of time as you are just putting dirt into the air.
Build a plastic cover, not a rosin paper cover over the area you wish to finish to keep stuff from dropping out of the ceiling. A few pvc pipes hung from the ceiling works well. If you are doing one side, do everything you can to be able to coat it, and then flip it upside down. (Light coats...)
Big oil filled electric heaters are a blessing. Building a box around what you want to finish out of junk plywood, and throw some cheap paint on the inside. Keep the heater well away from the edges. These are radiant heaters, and being close by is enough to keep and hold surface temperature. You want radiant heaters, not air heaters for doing finish work. Hot air stirs up a lot of dust, and cold things take a lot of hot air to heat up.
Get it hot, pull off the box. Do what you want to it while it is cooling down. Let it sit for an hour or so, until whatever you are using starts to tack up. Put the lid back on, and turn on the heat.
If you don't let the solvents escape, you can get a finish that never dries for lack of air movement, or just stays gummy. In a thick coat you can get solvent popping. If you put the piece back to heat while the finish is wet, you can cook air out of the wood and into the finish giving bubbles that are trapped in the finish.
Heat up your paint, or store it indoors prior to use. Solvent escapes faster at higher temperatures, and you need more thinner to get good flow at low temperatures.
Kerosene puts out lots of carbon and unburnt fuel that can cause adhesion and curing problems, particularly with polyurethanes. (Hydrocarbons hold water...)
Propane heat's byproduct is water, which can cloud the finish of some products. Polyurethanes don't always get a super rich gloss, and can have a haze. (solvent issues) Polyurethanes will also kick off faster with higher humidity content.
I will occasionally rig up a bank of heat lamps in clamp on light fixtures and use an infrared thermometer to keep an eye on the temperature. In 40 degree weather you can easily hold a few square feet above 90, for however long you want to adjust lights.
In cold weather if you must sand the finish, see if you smell solvent when you start. If you still smell solvent, you cannot flatten the finish with sandpaper, as the finish is still moving. What you do today, will be different tomorrow, or when the finish finally reaches full cure. Wait however many days it takes to not smell raw solvent.
Zach