Pluck hairs to stay warm?

In this january’s edition of National Geographic I read: “Jens plucks the hairs from his face with tweezers. ‘The hairs sticking out make your face freeze faster’, he explains.”, thus reports NG (Jens is an eskimo hunting at -40F). Because I share my deep freezer with eleven others, quaests for that tasty burger you left somewhere can become quite lenghty and proper preparation is essential. I always thought body hair actually keeps you warmer by retaining the thin layer of air that buffers the temperature difference…
Please help me solve this physics problem, should I shave before delving into our fridge?