The biggest difference I've had with "cold weather grease" is that it works in the gun easier in the cold. If your sled is greased properly with adequate quality grease you are probably ok in my opinion. You wantto look at the working range on the grease but my understanding is it's primarily for ease in getting the grease into the part/location. Granted if it's cold out and you need grease to flow, you may look for the cold-weather. Or you could just put the sled in the garage, let it warm to 38 degrees while the grease gun is inside and then give it a pump or two.
Basically I use the same quality synthetic grease year round.