That's a good idea to give them cover and keep them in the garden
I do get birds feeding in this garden in high winds but think it's because there's a lot of cover for them. There's a wood at the back of the garden and hedges (though one of them very young) down both sides and loads of ground cover and hiding places for them. They seem to hide in the hedges and then make very quick trips to the feeders and back in the strong winds.