cayenne in your socks

An old, old recipe to keep your feet warm: sprinkle cayenne in your socks.  

The powdered capsicum slightly dusted in the socks of persons subject to cold feet will generally prove a salutary means of overpowering that unpleasant sensation. (The American Dispensatory, 1823)

Not recommended to keep your fingers warm.

An illustrated example, from The Cooper Family: Warm feet in the snow.

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