I would suggest the only significant effect on mileage in cold temperatures is due to more fuel used during a cold start and more idling due to traffic issues. If you have to use a lower gear to push fresh snow, then you can use more fuel, but you will feel the extra resistance to movement, much like climbing a hill. When the snow is tracked, then you don't have that extra resistance.
Cold temperatures have negligible effect on mileage on a fully warmed up car (assuming winter petrol with a higher ethanol content is not being compared with summer petrol that some stations switch between here in Canada, but I always use E10 petrol year round). Just came back on a 300km trip today in -10C weather, the roads were clear and dry, I was cruising between 100 and 120km/h. Doing the same trip at the same speed in +20C weather gives me exactly the same fuel consumption - between 10 and 10.5 l/100km (27 to 28mpg).