Good question and a lot of great answers. My two cents:
In Siberia, natives used to apply a generous amount of animal fat to their exposed skin (face) to proactively protect it from a frostbite.
Being kids we were preventing a frostbite by often and intensively massaging the skin on the face, ears, palms with wool (we usually wore wool mittens and scarves). If the skin feels numb, or looks whitish start massaging immediately until it burns and looks pink.
Also, while living in Siberia, we had our bodies proactively preparing for the winter, as it approaches each year, by making the skin noticeably warmer, compared to the summer season (in fact that's something about surface capillary system expansion). Even after 14 years of living in California I can still observe that effect on thermografic camera screens at the local Exploratorium exhibit (San Francisco).
It was a shock to see for the first time how grey faces of locals on those screens differs from ours - playing in all colors of warmth during our first visit there, which we made about this time of January in 2003. And that's not really genetic. Our son's face have the same grey color as of "native" Californians around the year (just checked for that recently in the past December).