Terrible Idle in the cold

Car runs fine once it gets warmed up some around town and on the highway but twice now when it's been colder I've had a terrible idle. Fires up fine then starts to cough like it wants to stall out. She burns some oil so the first time I thought it was partly to do with the oil having gotten low and it seemed fine after I filled her up. Just had another rough idle this morning just not as severe as that first time. Been running 10w-30 to try to help with the oil consumption so was wondering if that was part of the issue some how..Also it throws the CEL after it struggles for a little to idle. Last time the light went off and stayed off when I left work in the evening though. Andy ideas?

Mayybbeee EGR..

(When MP5 has rough idle and all else fails.. blame EGR!)

You should try to maybe run some Seafoam and see if it helps.. Doesn't seem like it's a recurring issue and is just happening so it can't hurt.
If not, you might want to either clean out the EGR yourself or have a mechanic do it.. or replace it completely..