I don't think you can have it both ways. A thin sole will be chilly no matter what when walking on a cold surface. Warm socks is probably the best bet.
The views and opinions expressed in this post are those of the author and do not necessarily reflect the official policy or position of Bimmerpost.
2014 CC R-Line DSG | 2010 S4 Sold | 2010 BMW 135i Retired | 2006 Lotus Exige Sold