There is an old paper (unfortunately in Japanese) which studied the adaptation of rats to cold. They concluded that if rats were warm-adapted then to adapt them to cold meant using a lot more T4 in the early stages, but when they became cold adapted over time their T4 needs were reduced. In modern day houses we live in warm conditions, and when going out into the cold, have to quickly adapt in the short term whilst out, then returning to warmth afterwards. So there can be no longterm cold adaptation but only fluctuating short term. So in such situations, people of T4 may need a little more in winter for this reason.
Paper summary below:
Hokkaido Igaku Zasshi. 1975 Jul;50(4):387-92.
[Role of thyroid hormone in cold adaptation. 1. Requirement of thyroxine during the course of cold acclimation as estimated by noradrenaline sensitivity (author's transl)].
[Article in Japanese]
The amount of thyroxine required for the development and maintenance of cold acclimation was investigated in the rat. Warm-adapted thyroidectomized rats could not survive at 5 degrees C. When thyroxine was replaced, these rats could survive and responded to noradrenaline with increased oxygen consumption in proportion to the dose of replaced thyroxine. Judged from the amount of thyroxine in thyroidectomized rats necessary to restore noradrenaline sensitivity to the same level as seen in intact controls, 30 degrees C-adapted rats were found to require 3.3 mug thyroxine/100 g b.w./day, while 5 degrees C-adapted rats required only 1.2 mug. It is concluded that the amount of thyroxine necessary to produce cold acclimation is much larger than that for the maintenance of cold acclimation.