Hey, Adam,
I agree with your choice of the R1 balaclava, and I'll cast the fourth vote for a wind shell hood as a necessary compliment. A windproof shell hood in combination with your R1 is roughly comparable to the OR Wind Pro, with the additional benefit of a wider temperature/comfort range. With your Perignon to keep your forehead from burning cold in strong winds you might be set.
I have a no longer available OR PS 50 balaclava. It doesn't provide as much face coverage as your R1, but like you, I think the performance is great. In conditions like you describe I would also also add a fleece cap, mine has a looser weave than your Perignon, between the PS and hood.
But in wind, my face would still be cold. If the collar of my shell garment is tall enough, it and the balaclava will keep my chin warm. Finally, and try this before you laugh, I wear a thin fleece headband over the bridge of my nose, over my cheeks, and around my head. It works great in these conditions and I always use it.
I have a moonlite/light? pile OR Gorilla balaclava for colder conditions and I'm glad that it is not windproof. It is extremely breathable, but I always have a wind shell to augment it. In fact, in sub zero, windy conditions, my gorilla requires a shell, at least until I'm warmed up.