I live in wind country and we have what we call one ton bales (although most weigh between 1200 and 1800 lbs. depending on baler). It costs a bit, but one trick we do occasionally is double the feed on a day like you describe and just dump the bales out. We cut about half the strings, bale stays together and cows work on it.
This gets them a little heat, some protection and keeps hay together. We come back and cut the rest of the srings later after the cows have worked on it. This gives the calves some place to lay. It's a little wastfeull, but usually these kind of cold snaps only last a week, wind only a day or 2. I think th benefits of giving some extra outweigh the costs. Plus you can go like hell and get back inside faster, LOL.
We will especially dump out big bales of bluegrass straw in this deal. At 35-40 dollars a ton, it's worth it to have this option,
Stay warm and stay safe,
The difference between a rut and a grave is the depth