Get an old towel... Turn on your wipers, let them get up to about 45 degrees, turn off the ignition, lift them, pin the towel down under them. The towel is a lot more insulating than these cheap crappy frost shields you can get and it does a good job.
Just make sure you lift the wipers right up and let them return to the neutral position before putting them back on the screen, or they'll scrape around any small lines of ice that did form, and scrape across any ice below where the towel was, which isn't any good for the blades!