I agree with the others in the fact that it shouldn't be a problem assuming you are wearing gloves when it's that cold out, or if the light comes from your pocket it shouldn't be that cold.
With that being said, I had a bad experience with my Ra Twisty in -15F conditions that had a wind chill of -30F. I was at work and had my Twisty clipped in my overall's pocket where it always is. I had been outside for a good 40min. already when I had to use my Twisty to illuminate something. I needed to use both hands as I was fueling an airplane, so I pulled the light out, turned it on, and stuck it in my mouth in my normal "lip" hold. Well, as soon as I clamped down on it with my lips I could feel the light start to stick to my mouth. It was SOOO cold out that the light still managed to get extremely cold while being in my pocket. As you can imagine, the damn light stuck to my lips and I had to carefully pull it off, all while freezing my damn butt off!
I have only had it happen that one time, and I have been out in the cold plenty of times. Most of the time the light won't get cold enough being in my pocket. It was just the fact that it was extremely cold outside, and that I had been outside for a decent amount of time before I went to use it.
So be wary of using the mouth hold with a cold metal-bodied flashlight! :candle: