I had a similar problem with an old well house. It was built in the 20s and was well-insulated but not heated in any way.

I installed more insulation in the ceiling, hung a more energy efficient door and added an electric baseboard heater and wall-mounted thermostat. I shut it off in the spring and set it for around 40 degrees in the winter. It's been 15 years and not a problem yet.

You'd want to figure out the BTUs required, etc and of course electricity might be a bit high, but it's an easy fix ... especially if you don't have to upgrade your wiring.