Have you tried an oil & Filter change first as oil can be too thick in colder weather causing high oil pressure?
What oil do you have in it ?
You could try 10W40 Semi-Synthetic as it will take temp's of -20 to +20 without causing high or low oil pressures.
Grade of oil
I have just done a oil change for the same reason, CARLUBE 10w40 Turbo Diesel Semi-Synthetic (Specification: API CF/SL ACEA A3/B3 I use for my 3.0 TDI. seems to run fine NP.