A trick that I found is used by NFL players to keep their face warm :
"A jar of Vaseline is an old trick from veteran players to block out the wind"
BONUS: If you get too hot with the vaseline on you can use the excess to lubricate your drivetrain.
I think some skiing/snowboard goggles with a clear lense will also help in keeping your face warm.
Something like this:
A balaclava looks like it would keep you warm,
you might draw unwanted attention though.
This might be a more subtle but similar alternative:
There are even versions of balaclavas which have heating elements inside:
A full face helmet will definitely also help in keeping you warm, but it's not the most practical solution. I've done a quick search regarding heated motorcycle helmets and could not find much so I assume it will not be needed even in cold conditions.
One comment I found on a forum thread regarding heated motorcycle helmets (to illustrate their effectiveness at keeping your head warm): "Are you serious? Why would you actually need that? A helmet acts like a thermos for your head because of the EPS liner. Keeps you warm in the winter and cool in the summer."
There are heated face shields for full face helmets but I believe their main purpose is to prevent frosting/condensation on the face shield itself, not so much to keep your head warm. They look like this: