The cold wind chills one to the bone.

寒风刺骨。

《新英汉大辞典》

The cold pierced him to the bone.

他感到寒冷刺骨。

youdao

Hit the treadmill: When the weather gets bone chilling cold and icy, hit the treadmill.

用跑步机：当天气变得刺骨寒冷而且结冰时，用跑步机吧。

youdao

Above all, be prepared for wind, sun and nights of bone-chilling cold.

BBC: How to climb a South American volcano

Monday's opposition rally in Moscow drew many of the young middle-class Muscovites who have turned out by the tens of thousands for four previous demonstrations in this winter's bone-chilling cold.

WSJ: Russia Detains Hundreds of Protesters

Getting chilled to the bone (accidental excessive cold) counts for 0.25 of an admission, intentional self-harm to 0.20 per cent of an admission.

FORBES: How to Lie With Numbers: Alcohol and Health Care Edition