In the absence of a waterproof winter shoe, the humble sandwich bag rises to heroic status. Both windproof and waterproof, it is a life-saver for icy feet. Depending on the size of your trotters and the size of your sandwiches, you can opt for a toe-cover or full sock. Remember to be good to Mother Earth and reuse the bags (although probably best to separate those for your food from those for your feet).