Well if there's a mantra other than "No Drugs, No Rugs, No Plugs" that is at the heart of SBG, the other has to be There Are No Silly Questions when it comes to the Dome of a Sly Guy.
I prefer the feel of a Baby Butt smooth dome, but that's a personal preference. And, being from the other end, the warm one, of French influence on the North American continent, New Orleans, I can't imagine what it feels like to hit a newly bared scalp to sub zero F or C temps. I do get the chance to come close a couple of times a year at our Company Headquarters in upstate NY near the border--FLEECE BEANIE TIME Si Vous Plait!
Nonetheless, my personal advice, shave to the bone for 30 days, fleece beanies outside in addition to whatever else you do to live at that temperature (and I have relatives in Minnesota--the first blond joke, Why would the first Scandanavian to land in America as an immigrant go to Minnesota rather than Florida? Cheaper lutefisk maybe?).
That's just my suggestion, but then I pull on the beanie after the gym if it's less than 50 F, and all the time in NO cold, i.e. below 40. Freezes, forget it. At least at either end of the French Cultural Line between our areas, whatever the temperature, we eat better than the rest of our countrymen--it's a fact, get over it.