This is called a vapor barrier liner: Bread bag directly against your foot and another bread bag outside the sock. Keeps your socks dry, which is the only way they stay warm. Moisture transmits heat, dry insulates it. This works great under rubber boots.
You would think this would make your feet be soaking in sweat, but vapor pressure takes over and they only get a little clammy. When it is really cold this works!! Plus, no more stinky socks! Just be ready to wash your feet as soon as the bags come off!