As a figure competitor myself I face the same struggles when I am training in the gym. Especially early mornings sometimes the gym that I train in uncomfortably cold. I always prepare myself by wearing lots of layers and moisture wick clothing. Once I am fully warmed up after 20 Minutes I start to take some layers off. when I am ready to lift weights I have extra clothing that is dry to put on immediately. This method works but when the gym is at a low temp my hands and feet start to react very painful . So I totally can relate the importance of training in a warm environment .