Cam break in during cold weather?

(excess) Heat is your enemy during an engine/camshaft break-in.
Every freshly built engine will run warmer/hot during its break-in time.
Timing isn't optimised yet and all parts need to get 'acquainted'.

You could put a little temp in the oil/carter, but I would certainly not heat up anything else.
Get the timing advance well into the 30° @ 2200rpm or the headers/manifolds will be glowing red.