Great idea! I have never had to worry too much about shooting out in the cold by adding a layer or two when it gets really bad, but I have put some hot water bottles in my sleeping bag on several overnight winter camping trips. It's amazing how long they stay warm and keep you comfortable. At our cabin I have two old soap stones that I keep on the wood stove and at night some times I will put them at the foot of our bed to keep our feet warm. Especially for my wife!
My daughter made me a couple corn bags for heating. Cotton bag filled with a pound of field corn. Heat that up in the microwave and it keeps you warm for a while! Never thought about using something like that for cold weather bench shooting, great idea.