Whenever I have the chills and am cold I will snuggle up in some blankets.
Then I will also use a space heater to blow hot air onto my to keep me warm.
I also turn the furnace temperature up to increase the inside house temperature.
The heater blowing directly on me helps to keep me warmer when I have cold chills and I'm not as cold.
You can also use a heated electric blanket that can help keep you warm as well.
Cold chills are a normal thing with colds and sometimes flu and usually within a few days or so the cold chills should go away.
There's not much else you can do to stay warm with cold chills other than bundling up, and sitting in front of a heater or using an electric blanket.