I am not so familiar with the Traeger as I am with the Yoder Pellet Smoker. Check your handbook on the Traeger Controller settings for an answer to this question on burning in colder weather. In the Yoder handbook, there are different settings that can be established on start up to feed pellets at a faster rater in order to achieve and maintain higher heat levels especially in colder outside temperatures. You will use more pellets, of course, but have more consistency in maintaining the temperature that you are setting.
A welding blanket from Harbor Freight is also a good idea.
Ed