I had the exact same symptoms. Eventually I got a CEL for a misfire on cyl 6. I swapped the ignition coil to cyl 5, cleared codes, started it up, got a CEL for misfire cyl 5. This led me to believe it was the ignition coil. Replaced coil. No misfire since.

The misfire started in the cold weather, just like yours. Unfortunately I did not get a CEL for over 2 months. Finally when I got on the throttle hard, the CEL came on and I was able to get the code.

I have an extra coil, I can ship it to you, the bad news is that you'd have to swap it on each cylinder to troubleshoot.

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2002 X5 4.6is - Titanium Silver / Black Alcantara - Dinan Stage 2 - Bilstein/Eibach - Brembo BBK ----SOLD---
1993 318i - Brilliantrot / Tan - bone stock daily driver