You will use a little more fuel, but this will provide added protection to pipes during these periods. Be ready to turn them off when the pipes clear. Increase temperatures in the home to help warm pipes, especially those in outside walls. The thermostat can be turned up or space heaters can be used to warm individual rooms. The opening of cabinet doors will also facilitate warmer air's reaching frozen pipes.
Plumbers frequently use a torch to thaw frozen pipes.
This is dangerous. In addition to a high risk of fire, there is also danger of overheating a section of the pipe. Leave this practice to a professional. It may be practical to relocate pipes to provide increased protection from extremely cold temperatures. Consider this step during remodeling projects.