Funny you should say this. Here's a picture I took of one of my bantam cochin (Pekin to my UK friends) just two days ago:I don't, but sometimes I feel like I should, respond to this with, why are my chickens twice the size they were before it got cold?
On the other hand, my Chanterels, who were bred to survive our winters, weren't puffed up at all.
Now, if they were let loose do I think they would live through the winter without my feeding and sheltering them? No, I don't believe they would.
Same with breeds that have HUGE combs and wattles, they usually loose them to frostbite.
The wild birds here survive through absolutely horrendous conditions. A lot of it has to do with adaptability. I wouldn't bet a dime on a UK bird making it through the same.