Ensure that you are playing with a good moisture control system. The warm moist air from your lungs will quickly condense when it hits the cold wood of your pipes. This is especially true for the drones.
Use synthetic drone reeds as they require no moisture and play very well bone dry. Maximize the amount of moisture control on these reeds.
Warm your chanter reed. Your chanter reed will need some moisture and warmth to relax the fibre of the cane and allow the blades to vibrate freely and with a true scale. Before playing, warm the reed by blowing through it for around 30 seconds. This will give you a head start and get the reed in playing condition. It is important to do this right before playing as you don’t want the reed to get cold once it has some moisture on it. Once it is being played in the bag it will continue to stay warm and your reed should keep its tune.
Keep the pipes at a constant temperature so far as possible. Between tunes keep blowing warm air into your pipes to keep the reeds warm.
Try to keep the chanter stock warm between performances as this will also help keep the chanter reed warm. Putting a small section of pipe lagging over the stock will help. It doesn’t look pretty but it could be very helpful.
Expect your pitch to be lower in cold temperatures.
Take your pipes apart and dry them thoroughly after playing. Any moisture running down the drones will cause hemp to swell and can cause problems such as sticking joints and even cracking.
Ensure all your joints are properly hemped with waxed hemp as this resists moisture. Dry hemp will take on moisture and can lead to sticking joints or even serious damage such as splitting.
Move from a cold environment into warm and expect your pipes to work well. Once you are out in the cold it is best to stay there
Spend ages tuning. Keep the pre-performance tuning time to a minimum. The pipes will not stay the course as well in this kind of weather as in more temperate climes.