Those natives over at Think Geek may have solved your problem. All that you’re required to do is wear wrap Cthulhu around your toes.
Oh? What’s this? You have two feet? Okay. All you have to do is have a Cthulhu on each of your feet. That’s not impossible to ancient gods who play with both time and space.
I know what you’re thinking. It is true that sanity points may be effected by footwear. I’m sure you’ve got plenty of san left. Surely it makes sense to swap one, little, tiny, small sanity point in exchange for warm toes? It makes perfect sense. It’s what I would do. It’s what you should do.
Really; can you ever be happy without Cthulhu on your feet?