I don't use one. I live in MN. I have smoked in windy -20F conditions. Pellet consumption goes up slightly but not terrible. The thing always has air moving through it which is its major source of heat loss.
I am turned off by the Rec Tec cover since it has a temp limit, and we cook pizzas above 450F.
I'd consider a welding blanket if I smoked multiple times a week.
Curious how you cook your pizza? Do you use a pizza stone?
I don't use a pizza stone since I typically make two pizzas. I used a pans that have holes or I have a stupidly cast iron skillet. I have made some pretty good chicago style pizzas in the skillet but still trying to perfect the crust on cheese on top pizza. I like crispy crust. I am better at it in the pans. I make pizzas in dutch ovens when camping which are great, or I am drunk already, but people love the pizzas sooo.
I typically make both the sauce and crust.