Cold weather mamas...

My daughter is 4 months, we live just outside of Toronto and its winter here.

When my daughters in her car seat she has her carseat cover as well as a blanket in there if needed but now shes getting big and if were gonna be out in the stroller for awhile I want to switch her from the car seat to the stroller how do I do so in the winter when you cant put anything bulky on them?

When I take her out of the car shes not dressed for winter! Do I have to get in the back with her, unpack her, dress her, get the stroller out, walk 50 feet to the mall entrance then undress her?? This is insane but I dont want to leave her strapped in the car seat for so long.