So far I have had no problems flying in below freezing weather but like you said you need to keep you batteries warm before flight. Also remember plastic gets brittle when really cold so extra care should be taken. Winter time is a great time to use any UAV. Don't be afraid to use them in the cold.
Right from Parrots web page.
FLYING YOUR DRONE IN COLD WEATHER
Many drone owners want to know more about flying their drone in cold weather. Here are some tips and suggestions if this should apply to you.
- Charge your battery completely. This will ensure that it has a higher voltage. We recommend that the battery of your drone be charged to 100% in order to take-off. ANAFI's smart battery gives the battery charge level at all times, whether it is charging or not, when you press the ON/OFF button.
- In cold weather, we recommend that you fly your drone particularly smoothly, without seeking to complete difficult maneuvers and sudden movements.
- Plan for a shorter flight time to preserve your battery as much as possible.
- Preheat your batteries or charge them for a few minutes before taking off.
- Store your batteries in a warm place!