No problems for my K5 when its cold. This is Texas though and it is only cold for 3 months of the year. I have ran it in 20 degree weather without a hitch but it will sometimes stall a little until the system is warm.
On my duel fueled '03 Ford, the trucks propane ECM (it has 2, one for gasoline) won't allow the propane to run until the temp is above 25 degrees or so. Once the engine is warmed up a bit, it also will run just fine.