Keratinous structures such as feathers tend to take a while to grow in and appear. Maybe your genetically modified people could secrete something as a temporary coping mechanism for the cold.
Perhaps an aerogel layer could work. Aerogels are excellent insulators because they employ many small pockets of air or gas suspended in gel. They are extremely lightweight due to high air content and could be produced with a variety of substances, from silica or carbon to metal oxides.
Aerogels provide insulation from both heat and cold. The properties depend on the substances used, and one company has produced aerogel containing jackets that can withstand temperatures of as low as -196C (-321F). One thing to note is that aerogels can be rather hard and brittle, so if over skin for example, an aerogel layer may eventually crack off.
If your people can secrete aerogel through their pores in the extreme cold, then perhaps it would work well as a temporary insulating layer. That way, they could still look like an average human when the gel layer flakes off (maybe if they entered warm temperatures and stopped secreting the aerogel).
Aerogel can be produced with carbon, an element already abundant in the body and diet. Aerogels may even be rather cheap to produce metabolically, as they are mostly air. Your genetically modified people could have special glands or cells in their skin, maybe much like sweat glands, that secrete carbon gels into which the cells release carbon dioxide gas(or another gas) instead of liquids. Carbon may do the job well, but if you look around at the properties of silica aerogels and metal oxide aerogels, you may find more favorable properties.
Over days, they could produce aerogel from the skin. They could even use waste products or toxins in their aerogels, solving the insulation problem while maybe even saving themselves from poisoning.