I was at a CHAOS (Cal Hiking And Outdoor Society) party at UC Berkeley and a Dutch grad student had ridden his bicycle from school. When it was time to go and the evening had cooled off and he asked for an old newspaper. He took individual sheets, crumpled them up, and stuffed them under his windbreaker, especially in the front. It struck me as very clever, effective, and completely free.
Transferring that to backpacking: You have various materials with you that could be used to create more insulation under a wind shirt. They include any extra clothes, your sleeping bag/quilt, ground tarp, tent fly / tarp. The nature of being UL is that we don't have all the extra stuff many people do, but I think some of the biggest payoffs are to use your day gear at night and night gear during the day. Sleep in your clothes, use your fly as daytime rainwear, etc.
The following thoughts aren't for normal use and aren't leave-no-trace: A variety of natural materials are insulating as well. broadleaf leaves, pine needles, forest duff, cattail fluff, grass, brush branches, etc. All of them are so heavy compared to modern synthetics, you wouldn't PLAN on using them. But if you found yourself in a bad way - benighted with a soaking wet down quilt, or 2 days away from the trailhead when a cold front moved in, you could keep yourself warmer and more comfortable in a pinch. Pine needle and forest duff, especially placed into plastic bags, can go under your wind layer or a tent/tarp/groundsheet. Your sleeping pad could be wrapped around your core. At rest or at night, you could cover yourself with branches, duff, pine needles, etc, which is MUCH more effective if you place that material between tarp and groundsheets ABOVE you.