Synthetic oils are less affected by temperature. So in cold weather that helps gas mileage some.
There's several things that I've done that improved my 4L gas mileage year round, city and highway.
The main items are 205F Stant thermostat, Kolak ignition kit with plugs at 0.045 gap, modern 4 injectors, high flow intake, 2.25" cat back, appropriate weight synthetic oils in everything, slightly positive rake, no winch or roof rack, and a few other things.
In cold weather a partial grill cover would also help, but I don't have one yet.
I made a thread about it. My 99 XJ currently gets 25 mpg at 60 mph (in coastal air) even with 30" tires, low lift, and 200 lbs skidplates.