This is a big problem. I had it in a previous home and will never have anything but a remote spare bedroom above the garage. The room above the garage is always colder, if you live in a cold climate.
The problem is that you typically close your garage door for the last time at around 6 or 7. No matter how you insulate it, in the winter, it will get down into the 30's or low 40's from 7 until 10 at night. No way to keep it much warmer. I tried to remediate this by insulating the doors. The home was new built so insulation was state of the art (actually had geothermal heating) in the walls, ceiling and floors (and windows). I ended up buying a baseboard heater on a separate thermostat that I had programed to run from 9pm to midnight and then again from 6am to 8am. It was expensive to run but kept us warm in Jan, Feb and March. Maybe there is something new and better but that was my experience 20 years ago.