If a winter front (full grill cover) isn't sufficient, you may have needed a belly tarp as well. There is a lot of room for cold air to come in around the engine on a pickup truck. Tarps under the truck were common on the early Ford diesel pickups in the Canadian north, and a friend had to use one on his Toyota diesel Landcruiser (I travelled in the Yukon and NWT, pre-Nunavut). As you note, they are required more if you aren't pulling a load.

We also used stick-on oil pan heaters and battery blankets (both 120 volt). Ah, the good old (cold) days.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue