I know that babies do die from the cold.......however, I've just finished my breeding season. I raised 76 babies from Jan.1st to the ones in the nest now. Not one single baby froze to death. Our temperatures this year were anywhere from 60 degrees to 8 degrees. Not one single baby died. A baby that is feathered, which I will assume must be about 2 weeks old at least or older, doesn't die from the temperatures you stated. I would take a good look if I were you at the birds, babies AND adults and make sure that there's not something else going on. I just find it hard to believe that temperatures above freezing, even if it's only 33 degress, killed a baby that is feathered.
As far as taking the babies in the house, that is fine to do at night. Once the babies aren't being sat on constantly and are being fed seeds, they don't get fed during the night. The only problem I would have with that is, if it's cold outside, taking a baby in a warm house and then getting it back out in the loft early in the morning when it's the coldest wouldn't be good for the baby in my opinion.
If you've got parents that want to stop sitting on the youngsters at 7 or 8 or even 10 days old, then you're best bet is not to breed out of those birds or at least don't let THEM raise their babies.
I deal with homers and they are, hands down, some of the best parents as far as pigeons go. I had Satinettes that would leave their babies at about 8 days old and I wound up either putting them under homers, or raising them myself. They found a new home with one of our members here.