When the bulb is on, the can will get hot enough the dog wont mess with it.
Take a 3 lb coffee can and with small bolts fasten 4 evenly spaced right angle brackets on the open end poke some small holes in the bottom so it can drain any moisture and you can see if the light bulb is working and then screw the can over the light thru the right angle brackets so the dog cannot get to it.
I use small bolts thru the back of the dog house with wing nuts so its easy to remove the can and change the bulbs.
A light bulb will give of a lot of heat and the can radiates it, like a mini wood stove.
40 watts is plenty down here.