In the novels, there's many instances where Harry notes that he's freezing even in his leather duster while some of his companions (Thomas mainly) are seemingly unaffected while wearing only light clothing.

My take on the lawbreaking aspect of this discussion:

This exact discussion going on should be going on amongst the wardens in the campaign - the very murkiness of this issue is part of the Dresdenverse. There may very well be some wardens who feel the action does break the first law, and others who do not. And most should be somewhere inbetween (their cloak color is not a coincidence imo...)

In game-mechanics-speak, whether or not this or any action by a player character breaks one of the laws of magic is up to the GM. And he may answer "yes" or "no" differently depending on the NPC doing the talking (for in-game consequences), or after discussion with the player(s) (for mechanics consquences such as the law-breaker powers).