To be clear, I subscribe to the Northener's axiom that there is no such thing as too-cold weather, just insufficient layers of clothing. That's why many of my neighbors have been confronted by the eerie sight of a hulking and heavily bundled beast poking at the sidewalk with a piece of chalk when the temps are well below freezing.
However, for those who don't find joy drawing al fresco in winter, there are plenty of indoor ephemeral opportunities – and even more if you befriend bartenders and servers. I don't indulge in coaster art as much as I used to, but here are several examples from my "waiting for a hamburger on a cold winter's day" era.
Most of these photos and a full explanation of restaurant doodling can be found in the "Coasting Through Rough Weather" section of my book Underfoot Menagerie, available here.