Cold freezing weather shooting

[Major Tom]

I've long held the opinion that shooting a firearm in freezing cold you should wipe excess oil from the mechanizim. Shooting my 1920 luger 30 cal. was sluggish but had a light film of oil in it's innards. Sluggish as in bolt not closing all the way in battery. My friends 1918 9mm failed to fire quite often.
What do you gentlemen do in a situation like this?