I personally wouldn't do this and admittedly, my reasons may not be valid as I'm relying on my experience with jets here...
A diesel engine needs air for two purposes. Combustion and cooling. The engine will take whatever air it needs for combustion regardless of the total air available. Remaining air will be used for cooling... if combustion needs go up, air willl be borrowed (prolly not the best word) from cooling air. My point is that the combustion needs are dictated by throttle or more accurately, fuel which changes with throttle. Adding an "air" orifice (which is essentially what you're accomplishing), won't necessarily net you a linear cooling air reduction throughout the rpm range because as I said earlier...combustion needs come first, and the process will take what it needs regardless of what is left over. Essentially, combustion needs will change with throttle, but the air supply will only change to the point that the orifice will let it. Confused yet?
I believe you are on to something though, but I think a more plausible answer (and one already in use) is to change the amount of fuel. The effect will be the same but the results will be linear. As an example, my Z06 has a tuning box in it called a MAF translator. It's sole function is to fool the PCM into thinking that there is more or less air than there really is. The O2 sensors in turn, adjust the fuel trims to add or subtract fuel to always assure optimum power output. I have found that I have to change the settings during winter to compensate for cooler denser air.
Having said all that, it's probably desireable to run any "box" you may have (Edge, BDDL, etc. ) on higher settings during the winter and/or, as someone already pointed out... use a winter grill cover. Something to think about.