I'm in the same type of climate, I think (Wisconsin). It can get down further than -30F, not counting wind chill, but usually it's around 15-20F most of the time.
Our coop is heated to 40F and wired, so I could move a brooder out there (we have two DYI-built wired brooders), but I won't because in the first couple of weeks, I need to keep an eye on them myself.
This is why I won't hatch chicks in the fall...except, I'm hatching chicks in the fall.

I had no choice as a couple of days ago I landed 14 exhibition quality eggs from a breeder who has doubts about their fertility, so they are in my incubator to find out-- 20 days to go.
If any hatch, they will stay in the house in a brooder for at least 2-3 weeks. Then I'll probably move them to a temp coop with a radiant panel heater (Cozy Coop). If December/January hits with any of the -35F or blizzards, we'll have to move them to the garage or bring them back into the house as they will be too young to join a coop, if even for a few days or weeks until it passes. The rest of the chickens will be fine in their coops.
Again, if dust is going to be an issue, try the horse bedding pellets, as there isn't any dust with those, and it dries their poop, so coccidiosis chances are way less.