I've seen the break-in stands in the magazines that they use on new engines before they dyno them. The ones that I've seen use a prop. inside a housing. That way there is some air flow around the engine, too.
To break it in in cold weather, you could wrap the cooling head in foil tape, or wrap an old sock around it, to keep some heat in.
Make sure you waterproof stuff before you ram it into too many snow banks...