Run covered with a blanket? I guess they do have those space-age blankets. You could run covered in one of those.
You're going to need it, tomorrow (April 15), for the Milano City Marathon (because of which the center of town will be closed to car traffic until mid-afternoon...the up side is that the ATM ticket is valid for a lot longer). More rain and cold is predicted...More......
Want more info about this marathon through town (not to be confused with the StraMilano that took place last month)...in English? Here's a bank's website with helpful stuff (no plug for the bank intended, but, Cosmos bless them, they have a page in English): http://milanocitymarathon.gazzetta.it/?lang=en.
You're going to need extra blankets even if you're not running in the marathon.
Right on time with the return of the cold is the city-wide (nation-wide?) mandated shutting off of centralized heating.
So, get out your blankets, cuddle up, and watch the runners go by.