I am a former Insight 1 owner, and a common mod for improving winter MPG was to reroute the air intake to the exhaust manifold and "scavenge" warm air. This would restore most/all of the lost cold-weather-related MPG, if done correctly. I am not sure if this would be applicable to our cars, simply sharing an old trick.
It could help but you would still suffer losses due to increased tire rolling resistance, longer warmup times, denser air, cold lube etc.. It is a useful mod though and in addition to other small mods you can make a significant difference. Some folks used to use insulation to help the engine retain heat. I think Efusco used to do this.
I think all new vehicles should have that heat recovery sort of system, I remember it on the old carbureted vehicles back from like the 70s and 80s, I'm sure it helped a little bit. Up in these parts where it gets below -30 C in the winter it would help warmup times...
