OK, not in my Mini so far as it's not been that cold here yet but in previous cars have driven with the roof down -5C and colder - same approach, wrapup warm, heater blowing, heated seats on. Nothing beats a cross country drive on a frosty clear day.
I was impressed with the Mini in that they OK to put the roof down in temperatures down to -10C, my Boxster they didn't recommend doing it below +5C (originally due to plastic rear screen but left the recommendation even when it was updated to glass). Fortunately my cars are garaged and the boiler is in there so the temperature never drops below freezing.
OK, not into the negatives yet (thank god) but pretty chilly this morning - found a slight 'feature' of the Mini...
Got the visibility pack, which means the photochromatic rear view mirror in the UK - boy does this steam up if you put the roof down on a cold morning - shame the heated mirrors are only the outside ones.....
In a previous life, when my daily driver was a 1973 MGB Roadster, I regularly had to de-ice the inside of the windows before driving off. The golden rule was simple - as long as it isn't absolutely hammering down when you start then the roof stays DOWN. And that was without a heater (coz it didn't work), or heated seats or a poncey merc airscarf...and I lived in Scotland, when it was ALWAYS freezing.
So, despite not being a MINI Convertible owner (MC at the mo, MCS on order) I implore all you conv owners to proudly ensure that your roofs are always down, no matter the weather (anything over 30 and the rain doesn't get you anyway!)
I have a tradition to always drive my Triumph whenever it snows, however living in the south it doesn't snow very often and we never get that much. I love drive in at night during the winter with the top down on back country roads. My wife loves watching the stars that way. FYI: The Triumph doesn't have heated seats and the heater ain't that good.