I used to bike year round in Canada. In the winter I would use a neck warmer to cover my face as I also had problems with my face getting cold. You'll adapt to the cold a little bit but even now when I go for a walk outside at < -10C and there's a slight breeze I need to cover my face.

It's different when you do the work to move you yourself (or even a part of it, on an e-bike). Other than that, a well designed hood helps, but at a cost of reducing your vision.

I guess my face does not freeze? I have a scarf and a hat, and that's pretty much it for me to feel … fine? Generally I never really get cold cycling because I am moving. It's different when I'm walking in the cold where typically my feet get cold fast and I feel abysmal.

I put on my snowboarding face gear if it’s especially cold, even if I’m just walking outside. (Snowboarding speeds and weather are both typically worse than anything I see in the city.)