I'd consider warming the bench itself up, that would help with fingers. So do fingerless gloves, because they keep the rest of the hand much warmer, the blood supply to the exposed digits is warmer, so the uninsulated bits are kept warmer too.
Heated wrist and ankle bands work well too. Water filled ones require reheating every 20mins, but really do work. Have tried them. Other options is go electric, low v of course, with wiring connections that fall out efortlessly to avoid inconvenience.
Re insulation, any accessible bits can be insulated, just leave the spaces not accessible. This can be done piecemeal too. As the insulation builds up things will improve. Have done that b4. If youre the frugal type, empty 1.5" thick card food cartons work.
Sheets draped over shelf units trap air inside, effectively using them as basic insulation units.
Heat curtains help a bit too. They divide a room into 2 or more zones and reduce air exchange between zones, so you heat the bit youre in and the rest is only half heated.
With insulation, dont forget the floor.
One oddball system I saw worked well: the chap had resistance wire woven into a lightweight coat, and plugged it into 12v, kept him nice and warm. I would not use 12v for that myself, woudlnt want to go above 6v.
But the best solution is microwave heating. Uses tiny power levesls, heats the people but not the air. It can turn a freezing room into a pleasant fresh comfortable place in seconds. Have been lucky enough to try it, impressive too. The problem is that the long term safety of low level microave exposure is still open to question.
NT