Yes, I used to fly with a Dart Herald captain who used to fly with his hat on, jammed under his headset. Not only the hat, but with his uniform jacket and raincoat on as as well. I suppose it was his subtle way of telling me that he'd like the heating up a little more, if at all possible! Handley-Page, for reasons best known to themselves, left the air conditioning and pressurisation - such as it was on the Herald - in sole charge of the first officer. The controls were on the right side-coaming, well out of reach of the captain. This bothered some of them greatly.
I'd be sitting there in my shirtsleeves, with both the choke valves closed as far as I dared, short of blowing the Jubilee clips which held the trunking together. He'd look across at me and shout above the ear-splitting blare of the R.Da.527s: "Aren't you COLD young man?"