Enclosing a covered balcony so it is actually usable in winter

Our covered balcony is great for most of the year but once the cold season starts the crosswind turns it into a wind tunnel and nobody wants to sit out there. I am looking at frameless glass panels or sliding windows to close it in, but I am not sure how to seal the gap where the roof meets the glazing without trapping condensation. I also cannot tell whether it needs its own heat source after that or if it just naturally stays a few degrees warmer than outside. Has anyone here enclosed a covered balcony like this, and what would you do differently if you did it again?

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