Have you considered just getting a remote starter ?
just picked up a Q5 and that's what I plan to do, not for the warmth, but for the AC since I am in hot Texas
On my other car as I exit I set the ac (or heater) like I want it and a few minutes before I go out I remote start it and it is ready to go by the time I get there....
Now, I can tell you one time in Arlington, Tx a policeman was sitting there waiting to give me a ticket since it is against their law to have the vehicle running when not occupied....
We had a 'discussion' that SURELY they meant unattended and drivable, correct ?!?
As mine was not drivable, since I had the keys, he relented.... another dumb law !