Open the window. In my apartment I keep a single open somewhere between a millimeter and a centimeter when it's below freezing, depending on the temperature and wind. That's enough to keep my CO2 sensor happy (try to keep it around 550), and it (shockingly) doesn't seem to affect my heating bill all that much. There's a cold corner of the room next to that window, but the rest of the apartment stays just as warm. (I have a thermostat that controls heating.)

I also keep a humidifier running full blast (silently) because otherwise it will get crazy dry on some days.