0W30? That seems very thin for any time of the year. I've seen 0w40 used on some newer diesels but nothing before '87.

I use mobil1 15w-50 and it seems to be doing just fine in the low 40's weather. I love the better lube it provides, mainly in the turbo lag being reduced.

Cam and injection timing are another thing to check. Letting the glowplugs run for two lighted sets can also help.