As it sounds like you've got at least 2 piggies, lots of hay is one of the next best things to do. Just fill up their sleeping compartment/hidey house last thing at night. Also you might want to consider buying/making a cover for their hutch. And it's easy and relatively cheap to make little sleeping bags from fleece and piggies will love them, I guarantee it!
I'd also recommend the Snugglesafe heat pad. I've just got one for my boys, who are at least 5 years old so I'm taking extra special care of them. I tuck it into a pile of hay under their favourite hidey house and they love it.