Can I use bubble wrap / pluriball to insulate my shed or it is just a waste of time?

I would like to make my small shed / laboratory a little less cold / humid during winter.

The main points I can "attack" are the very thin windows and some holes between the wall and roof, here’s a picure of the problem:

And here’s a potential fix obtained rolling bubble wrap / pluriball and pushing it in the gap so that it is quite a tight fit:

Am I just wasting time?
Is there a better option without making too much mess?
I am a bit scared about using special products because if the fix doesn’t go well (maybe I get mould or other issues) the products can be hard to remove.

Thanks for your time and kind help.