[That's probably for the best, because his canon doesn't actually establish what he has, so I'm not sure what the answer would be.]

No, no. I have enough mass that as long as I get warmed up really well, I can hold onto heat for a while when I go out. And while bundling up won't do anything for heat I've already lost, if I bask somewhere warm, then bundle up, it might slow down how quickly I lose heat.