Winter is coming. What do little boys wear under their trousers? Base leggins?

[Colourworld]

My little boy (reception year) is sometimes moaning that he wants to wear his warm trousers (joggers) instead of the school uniform. I do not want other kids to make fun out of him if he starts wearing base leggins (however, may be they will not). Or shall I just buy knee high socks?
These are the leggins like I want. Wonder if M&S sells them [http://www.muddypuddles.com/Ski/Fleece-layers/Junior-Base-Layer-Leggings-2]

I would love to know. My son is in year 7 and he either gets or cycles . But it’s the waiting around for the to school and from school that would be cold. Maybe some thing leggings. No one els needs to know x