The strategy is to wear the gear that will protect in the severest of conditions and allow a few hours of sleep. Even in the severest weather, a properly attired musher should be able to sleep on the snow for several hours without inconvenience. Joe Garnie, an Iditarod musher from Teller, Alaska, spent 24 hours lying in the snow, head faced into the wind, and survived well. He might have been chilled and induced to stand up and move a little. In a real jam, mushers know that you will never get it together to manipulate sleeping bag zippers or assemble tents.
Clothing is the key to survival.
Boots, mitts, hats, parkas remain in place. Some mushers might pull out their sleeping bag and drape it over themselves like a couch blanket, but few of the veterans will ever actually sleep in the bag. You just don't fit boots and big parkas inside of a mummy bag with ease. Remember that efficiency of motion is the key to success and mushers want to channel their energies into taking care of the dogs and moving down the trail. Camp set-up for themselves is a low priority.