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Used like the phrase "bundle up". Allusion to Kenny of tv show Southpark who wears an orange sweatshirt with the hood up at all times.

To "kenny up" can mean to simply bundle up before going outside, or more properly, to wear a hood and tighten it down over your face until you are only seeing thru a small gap.
Man it is windy outside. Kenny up before you go out there!
by TreeWeezel January 06, 2012