Its cold outside!

[JJ]

If you allow the pitchers to blow on their hands they may do so at any time - even while in contact with the rubber.
I remember watching Jim Palmer (oops, dating myself here) take the sign while blowing on his hand and then going right to the ball in his glove to start his windup.
As long as the pitchers are in fact blowing on their hands and not doctoring the baseball they're fine.

JJ