Straw is the best thing you can use, it holds in the heat and keeps animals nice and toasty warm, as snug as a bug Also maybe insulate the dog house.
Oh and don't put a door on the dog house, to keep it shut up because that only makes it colder inside.
If you use straw then don't feel bad about them staying out in the cold because it does really work. We use it for our ducks, rabbits, goats, pigs, and my hound Copper who also will not come in the house.