Skincare products with cones work well for me when it's cold/dry. They really help prevent moisture from fleeing my skin.
In the summer they're more of a problem for me, but I can deal with them in lower amounts. Most sunscreens have cones in them; the natural sunscreens tend to have a lot of oils in them.
If you think you're sensitive or you are concerned, check your deo also, most of those have cones in them.
(my dogs aren't snarly, my hair is)