Dear flipper....
I read your email before going to work the other day and I'm afraid to say it tickled me immensely!
I envisaged you in raver white gloves a whistle and hi-viz jacket making some shapes in the training session!
I have been cycling to work where possible, but unfortunately I'm having a lot of painful knee problems so I'm going in bursts. I know it costs but I invested in some good gear including, thermal cycling tights...windproof gloves and waterproof cycling socks. Super snug and really make a difference in the cold. As you say cycling indoors is nowhere near the same as real cycling.
Alternatively, now that I have a new road bike I bought myself an indoor bike trainer stand for my old bike. You can buy them fairly cheaply on amazon. Again, it's not the same as cycling outside but quite a nice alternative to joining a class, you can train for as long as you like, listen to what you want etc...
Personally I like a morning spin in my living room on my indoor trainer with a cup of tea and a bit of Jeremy Kyle!!
Hope this helps!
Fi xxx