There are a number of different materials that chicken owners sure as bedding. – pine shavings – sand – straw
The coop should not be air-tight, that would definitely lead to frostbite. The coop needs ventilation to carry the warm moist air up and out of the coop.
Consider practicing the Deep Litter Method, a great example of working smarter, not harder. This is where winter coop maintenance can be easier in the summer.
Do not put Vaseline on your chicken’s waddles or cones to prevent frostbite. Petroleum jelly is an occlusive moisturizer, which means you are trapping moisture on the comb.