I wouldn't put a garbage bag inside a sleeping bag; I'd be worried about sweat making you damp and wicking heat away. Outside the sleeping bag I have never tried but sounds like it might help. I have single-use toewarmers that fit on my socks inside my boots and I would have used those between socks -- they're a better shape for feet than handwarmers.

Did you have a tent? A tent, even uninsulated, can create a layer of still air that can make a big difference in staying warm.