I guess Stewthebassman is your guy. He lives in Montreal or in vicinity.

BMW Canada recommends the standard BMW synthetic 5w-30 for all temperatures. This holds even with the lack of plug-in heaters for the engine block. It pumps fine at low temperatures. If I was in -30 to -40, I would start thinking about changing, but it is be easier to just find places to park that are warmer than ambient, as there are other things beside the engine that wear and break at those temperatures (voice of experience here, lol).

Recommend you warm it up gently, drive off at moderate speeds as soon as you have oil pressure, and be gentle on the rest of the powertrain, not just the engine.

EDIT: I just checked the test temperature for 5W-30, out of interest. The cold cranking test (ASTM D5293) is at -30C, the pumpability test (ASTM D4684) is at -35C. Your -5F equates to -20C.

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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

With global warming, the last few winters have seen long periods without the cold. Depending on when you go, you may not notice much cold. Don't forget your shovel, snow can really pile up in front of our igloos. Enjoy the stay.

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Canuck Oil

You will be fine with 5W30. Unless the temperature drops below -30C, you won't have a need for 0W30... enjoy the cold!

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I use BMW 5w30 in the X5 (Dealer changes) and Castrol 0W30 in the 330xi (DIY changes). The latter only because that's the only flavor of Castrol available here that's LL01 and not because of the viscosity rating.

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Wake up every day that would be a start.