Buy an electric blanket for super localized heating
Even lower tech: buy very warm and comfy sweaters to wear at home and while sleeping, it could save you a ton of money considering the astronomical power bills that might arrive this winter. Cashmere is really good but expensive.
Move to a better flat. My flat is so well insulated and sun side facing that I do not need heating even in winter.
It really depends on where you live : which country first, and how good is the heat proofing of your house/appartement ?
Buy battery packs for charging phones so you can stay connected during a local blackout.
1. Make sure to have a good sleeping bag that is suitable for colder temperatures.
2. Prepare for power outages. I believe in most countries there are official agencies providing advice for such a situation (e.g., in the case of Germany: Bundesamt für Bevölkerungsschutz und Katastrophenhilfe)
3. Maybe get a dehumidifier (for situations with reduced heating but still with electricity) in order to prevent mould with reduced temperature.
Invest in a portable generator to keep the heat and lights on in case of long power outages. Grab a few foot warmers too.
Stock up on paper books, candles and tin food. Buy several pairs of half-finger gloves and a good pair of walking boots.
Build up your cold resistance by taking showers with cold water.
Since this is currently at negative 19 for agreement let me defend it by saying that I take cold showers and ice baths. Over the last winter whenever it got below 0 degrees Fahrenheit I would go outside without a shirt on for 15 minutes or so. You can build up your cold resistance with gradual cold exposure. Same with heat exposure (via saunas) and heat resilience. I like exercising outdoors with heavy clothing on whenever it gets above 100 degrees Fahrenheit. I'm in my mid 50s.
Keep in mind that endless generations of Europeans brought you this far without the need of Russian oil and gas.
Living in a society that where people have adapted for the current situation is very different from living in one that has recently lost an important input.
For example, at one point most cold countries heated with coal, and so weren't using any Russian oil and gas, but your house isn't set up to burn coal, you don't have a way to cheaply get coal, and it's probably not legal to burn anymore.
All suggestions welcome, including "nothing" if that's the right answer.