First thing would be to insulate it. Otherwise, you will be wasting time and $$$ to heat it. I have a shop in what was the garage. The door is uninsulated. My wife took it on herself to seal off the edges of the door to cut down on air from the outside. Then she stapled a piece of heavy plastic over the door. I was surprised at how much it helped the temp in the shop. Did I say my wife loves me?
After insulating, there are a number of ways to heat it. The only thing, to me, with an open flame as a wood stove would be the amount of fine dust in the air. I have a small shop that I heat with a 1500 watt IR heater that looks like a wood stove.
FWIW, temp in the shop 9:15 AM was about 56 degrees. Now it is 64 degrees after 90 minutes.
A diamond is how coal reacts under pressure.