Do you find that ice cubes sometimes stick to your warm fingers as that slight moisture in your fingertips instantly freezes on contact with the ice surface? So then, why don’t the webbed feet of ducks, geese, swans, gulls, etc. freeze to the ice?
A wonderful adaptation of the circulatory system in the legs, called a counter-current heat exchanger, warms the cold venous blood returning from the foot while it cools the arterial blood flowing to that site. The “exchanger” is actually a network (rete) of arterial blood vessels wrapped around a central vein, and the counterflow between the two sets of blood vessels allows a steep gradient of temperature to be created between the body core and the webbed foot.

With no heat exchange (left), the foot stays warm and loses heat to the ice. A warm web would also stick to the ice! With heat exchange (right), arterial blood going to the foot is gradually cooled by giving up its heat to the vein bringing blood back from the foot. Thus, with heat exchange, foot temperature is about the same temperature as the ice it is resting on. Voila! Less heat loss! [Figures from (Ask a Naturalist)]
Birds have perfected the one-legged stance of the yoga “tree pose” and adopt it frequently when temperatures dip, placing their center of mass directly over one leg and tucking exposed limbs into their plumage.

Trumpeter Swans maintain perfect balance, with their head tucked under a wing for additional protection from heat loss.

On first glance, you might think this was simply an unfortunate, one-legged Ring-billed Gull, But the “tree pose” is used in all activities — whether resting or eating.

At rest, long-legged herons and egrets often tuck one leg up into their belly plumage to reduce heat loss while standing in cold water. Even shorter-legged Black-crowned Night Herons take advantage of this behavioral strategy.

A Broad-winged Hawk sat on a cold steel pole in my backyard one fall morning, and fluffed its belly feathers over its legs as it perched on just one foot (right photo). A few minutes later, when the sun had reached that spot, the bird let the sun do a little warming of its bare legs and feet (left).
Would the one-legged, yoga tree pose work for us, while we wait at a cold bus stop?

Humans posing like trees.
It’s unlikely this would promote heat conservation for humans in cold weather, though.