your body needs to get used to the rigors of circulatory adjustment.
the better cardio you have, the warmer you will be.
the pain you experience from the cold needs to be felt, eventually your body will just numb itself out, however you have to avoid frostbite.
always go to sleep shortly after a large fatty/carby meal to stay warm through the night.
the secret to cold is staying warm when youre not moving around, adapt your gear around that scenario and have a quick changing layer to moving temperature.