Good plan but I think you are colder than where I was in south west France where nights could be frosty but daytime sun often felt warm in winter. What are your temperatures at the moment for example?
Having said that you have more sunlight than in Britain and that is more useful than our dull, damp mildness. Any structure will multiply the warmth from that light and, bearing in mind that winter salads are frost hardy more than moisture resistant, it sounds worthwhile. Any of the salads I usually recommend for winter should be good and especially Rouge Grenobloise lettuce whose origins must be quite close to you!