Sometimes it is a case of just getting cold and then coming in and doing a proper warm up. The blankets in the dryer is a good idea for the coming in - toss some flannelette sheets in the dryer as soon as you come in. Get them undressed and change socks or shirts if they seem sweaty as those won't really dry out just make them cold. Then curl up on the couch with the warm blankets for a tv show or video - between the padding of the couch and the blankets and them all on the one couch it will transfer heat quickly to them. If you can get them to do some moving/jumping stuff while you are getting the blankets that will get the blood flowing back into the feet.

Consider putting an extra pair of wool socks on their feet in their boots even if you buy and keep them at daycare for going in the stroller. Then no matter what socks they wear you change them out for the warm ones and put their own back on when you get back - take the sweaty ones off (leave the socks in a pile near the register while you are gone so they are warm when you get back. Men's wollen work socks pulled over their hands and up their arms - will come almost to the shoulders on most help to keep mittens on and add an extra layer of warmth. Use headbands to hold the hoods on. Instead of covering our ears, put them around the top of the hood and aacaross their foreheads to protect that area and hold everything in place.