Since my cycling shoes usually have a pretty thin upper layer (top) and a thick sole, if I were to make some kind of hard cover connected to the pedals, and depending on the coldest temps you expect to ride in, I'd probably make one that my cycling shoes would slip in like a pair of closed toe slippers. My heels never got cold enough to be a nuisance, only my toes since they have the least amount of warm blood circulating into them. You might want to consider something like these if your temps are really low...
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Then you don't have to worry about making something, figuring out how to connect them, hoping they stay on... etc.