Recently a major innovation was made by two Canadians.... The Moss Scuttle ...
If you were to go to www.shavemyface.com and search the above words, you will find a solution to your cold lather problem.
Dr Moss, one of the administrators of the forum got together with a potter friend of his and made a scuttle for creams (even though i use it for soaps, too) there are actually two bowls in one...the outer bowl you fill with hot water and the inner bowl is where you whip your cream/soap...by keeping the brush in the top bowl the lather and soap stays nice and warm...
What you are doing by microwaving is also a very effective.
I love this forum, but if you need more ideas or assistance in making your shaving routine fun, instead of a drudgery...check in at www.badgerandblade.com ,,,i will be there to help you.
Mark the shoeshine boy