You naturally have some things to keep in mind before you do any wintertime grilling. Most of that comes in the safety of your grill as well as maintaining it afterward so you don't end up with rust if there's no grilling again until summer.
How Much Charcoal You May Need
If grilling burgers out in the cold, keep in mind you'll need extra charcoal to keep the heat up. The DadCooksDinner blog recommends using about 25 coals, which is considerably more than normal. The important thing is to keep the lid closed as often as possible to keep the grill and the surrounding area heated. If you keep opening the lid, more cold air will get trapped under there and force the grill to burn more charcoal to retain the heat level.
See some other helpful ideas and tips for wintertime grilling.