Oh, a couple of tips for smoking in the cold. Try to smoke cigars with thicker wrappers. Moisten the cigar. I just run water, put my finger in the stream, then quickly rub the cigar. The faster you rub....oh wait....You just want to get a very light "coat" of water or even saliva on the wrapper to add some elasticity. Maduro wrappers fair best, Cameroon, among the worst. If your smokes are on the moist side of 14% moisture content, the risk goes way up that they will expand enough to crack an untreated wrapper, so, moistening it is a must.
Also, winter is a great time to try some of the European dry cured cigars, of which I've never had one crack on me. I'll probably try to order some Toscanos for a first try this winter.