Layer the clothing.
If you don't like the weather in the desert, wait 30 minutes....it will change.
Second Jays night time head gear...a beanie will keep your head nice and toast during slumber time.
Christiaan introduced us to hand warmers in JTNP, and Daphne swears by them. We have a 10 pack from Amazon for this trip, but I have seen them at Sports Chalet and Big 5 locally.
The desert is cold naturally, but when the wind blows it is down right frigid. Dropping an extra layer (fleece blanket or otherwise) over your sleeping burritos has helped us insulate a little better too.
Like Sage said, it's all about maximizing the body heat you have.
One other trick I learned camping in Sedona at 7,000' is to try to insulate your propane stove's regulator overnight. It will freeze, rendering your stove DOA. . A cloth or towel wrapped around should suffice, but a neoprene cover would be better. I haven't seen these,but I bet someone makes it.
Nothing worse than not being able to heat a cup of coffee when it's 19* out...
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