Hi,
I used to breed minorca bantams, lovely birds, I live in the Scottish Borders, 1000ft above sea level at the bottom of a hill where we get some pretty awful wet and cold weather.
In my experience the wet and wind wasn't a problem, but prolonged hard frost would nip the points from the cocks combs, although if it wasn't too bad they would regrow to a certain degree. That first really cold winter we had a couple of years back I did lose a cock that got badly frostbitten, but it was really hard frost day and night for about 3 weeks! I did used to smear vaseline onto their combs, but I didn't think it was very successful. My birds were in a run made from pheasant pens, so there wasn't much protection from the wind.
I think with your set up they would be worth trying, as they really are nice wee birds.
Regards
Sue
(Cross posted with Beewyched)