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I've used plastic bags to good effect before, in particular on the TCR when I don't have capacity to carry loads of gear.
They work very well between two layers of sock, and can keep the inner one dry while the outer one gets soaked during a downpour. Then magic happens if you keep riding and it warms up (but not in UK winter!): the wet sock gets dry and the dry one gets soaking wet, with sweat!
frank9755
honk
Managed to keep toes warm with usual thermal calf length socks under tights and overshoes but the two things that help me are a layer of foil under the insole and a sandwich bag over sock inside shoe. Both are minimal next to nothing thickness and add just enough help to be worth effort. And like me, cheap.