Fleece or fleece lined leggings?

Has anyone attempted to make warmer leggings? My daughter's preschool goes out pretty much everyday and she refuses to wear anything other than leggings or yoga pants. She's already complaining about cold legs, so I'm trying to figure out options. I don't think fleece has much wind resistance on it's own, but wonder if it would still help to keep her warm.Would they be too bulky in fleece? Thanks in advance!