Engine Oil Switch

Can't find proper grade oil for winter - only 20-50 with CG4 designation for my '91 350SDL with 280K miles. Saw someone on an earlier oil post using Delvac1 5-40 but dealer service will not put in synthetic oil for me. (Same dealer's been servicing since new). With price of fuel in this area < $2.01/gal, looking for every edge plus thinner oil. I can't find any mineral oil based 10-40. Any suggestions? Does it really hurt to change to synthetic?