How cold was the room getting? What kind of heater is it? How long is it on for now (just for a few hours or round the clock)? How long have you had it? Does it have a timer and a thermostat?
From a "keeping a constant temperature" side of things, my worry would be that now your piggies have had a chance to get used to a warmer environment they're going to have a shock if you suddenly turn the heater off - depending on whether you've had the heater since before Christmas or only this last week that could be either a significant issue (now we're getting close to Spring I'd probably try and keep the status quo if they're well accustomed to it and plan differently for next year) or a minor concern. Similarly, how cold was their room getting? Cold enough you'd want to put on an extra jumper or cold enough you'd be reaching for scarves, hats, thermal undies and a hot water bottle?
From a financial side, if you can only afford to run the heater for a limited number of hours each day then maybe aim to have it running when its coldest. From a safety perspective, though, I think ALL heaters say you shouldn't leave them unattended (although I know a fair few people do, depending on the type of heater and how rigorously they can follow the other safety instructions).
If you do decide to turn it off, please do make sure your piggies have plenty of cosy corners/houses to retreat to and plenty of hay to snuggle into. A couple of SnuggleSafes could also be a way to provide them with some heat without running the heater.
