Your idea might be the same as a vet would recommend anyway. My friend's English Setter was behaving very oddly (as if really agitated by something) after returning from walks during the cold weather. The vet put it down to the salt on the roads and recommended bathing the dog's paws with warm water and then using vaseline before future walks.
The alternative solution would just look silly ;-)
http://tinyurl.com/669pgld
Chris