Since the problem you describe is temperature related, I'll bet it's the lube. I'm sure there are plenty of opinions out there, perhaps someone can chime in on a good cold-weather gear oil. Like I said before, if the oil is too thick or slippery, the synchros can't do their job. In my experience, synthetic gear oil provides stability over a wider temperature range. I don't even want to get involved in an oil flame war, that's just MHO. You can try double-clutching when it's cold, that should make it easier.
Good Luck!