Ah well we're naturists not exhibitionists and neither are we nutters; so we only take our clothes orf if the ambient temperature is suitable - not as a 'matter of principle' as some individuals who the media seem to prefer to follow - so we generally as you say turn the heating up, wear thicker clothing and eat more 'comfort' food. We attend the occasional indoor naturist event - eg a particular naturist club take over Waterworld at Stoke-on-Trent for a night every 3 months or so, that's a good wholesome fun night out for naturist "children" of all ages.
One of the things they have is a huge outdoor jacuzzi (must seat about 30 or more), you swim through from the indoor wavepool, I have sat in that as warm as toast in January when it was snowing (it's fine as long as you keep your shoulders under!) laughing at the poor lifeguard sat on her seat atop her ladder, wrapped up like an Inuit, wet and absolutely frozen. 'Come in here with us, it's lovely!' we shouted. She replied for two pins she'd be undressed and in like a shot - except she'd get the sack!
Other than that sort of an evening, we also use our own hot-tub quite a lot!
And of course - still continue to do all the other totally normal things that all the other totally normal, well adjusted people with jobs, friends and families, do!