Hide in hole with Cirno or Letty ? Those two should be able to provide the low temperature needed to survive.
They could also build nest hole with really thick insulation during winter to prepare for hibernation. Human has built ice house for food storage as the predecessors of refridgerators. http://en.wikipedia.org/wiki/Ice_house_(building)
Despite the author being a troll, I like the idea of yukkuri mimicking animal or ancient human's technology to make better living in the wild. :)