I usually do this when temps get really low, and currently I've got a shield in front of the transmission cooler.
But I was trying to find a 'slightly' little less ghetto solution to this by looking for a nifty little device, but alas, no-one in the autoparts world didn't see this very useful yet I guess

Although I've seen modern electronic controlled thermostats used by BMW, doing pretty much the same thing. Varying engine temps for different engine loads, effiency and economy.