I've never tried it. I stick to knee warmers and when it's really cold, full leg warmers. But I've been reading more and more about embrocation. It's an interesting idea. And living up at Suncrest it might be useful in the early and late season.
For many professional cyclists the Spring campaign is the toughest of the season; it means training from October until March in the worst, character-building weather conditions Europe can dish out. This weather and the suffering that is bicycle racing breed characters known as "hardmen".
Select cyclists tackle these conditions in shorts, long sleeve jerseys or short sleeve jerseys with arm warmers, wind vests, and shoe covers. A true hardman opts to forego the knee or leg warmers and instead chooses an embrocation to cover the knees. The liniment provides warmth for the legs and keeps the blood circulating and muscles supple. Embrocation and the sheen created is affectionately known as "Belgium knee warmers". The hardest of cyclists will sport bare legs in the most ruthless of conditions.
Belgium Knee Warmers are indicitive of the many subtleties that make professional cycling so enthralling.