The padlock to my generator shed was frozen solid. I wanted to unlock it in case I need it for an incoming storm. The lock is in close proximity to plastic so I didn't want to use a torch. So, I took two disposable, stick-on toe warmers and sandwiched the lock between them, then waited awhile. (The rubber band was for a little extra holding power.)
I ran out to the hardware store and when I got back about an hour later, it opened right up.
It was in the upper 20s when I did this. If it was colder you could wrap some plastic around it to hold in the heat and block the wind, but I'd leave the bottom open to allow in some oxygen for the heaters.