I used to get them every winter as a child. I used a weird green thing called snowfire which helped. One winter I used it before I had a chillblain and *touch wood* I've never had one since (although that could be coincidental!)
I used to get them as a child, horrible things. I used a cream to soothe them that worked really well but I forget what it was called. As this was thirty odd years ago I guess the pharmacies have now got improved products.