Drops in winter fuel economy can be contributed to 2 major factors:
1) #1 diesel (winter fuel) contains a high percentage of kerosene, which has a much lower energy density than does straight diesel. Thus, you get less energy per gallon from winter diesel. If you have a true Amoco/BP Premier pump in your area, hit that. I *believe* they use no kerosene in the winter and instead rely upon superior additives.
2) Many (most) people drive enough short enough trips that extended warm-ups play a large factor in fuel economy. A cold engine does not run nearly as efficiently as a fully warmed-up one does. There's really no way around this one, other than drastically altering your commuting/driving patterns.