Vermont gets mighty cold. Yesterday it was hovering around 5 below prior to wind chill. It wasn't a glock but I did shoot my ruger SR22. I was out for a while and only had one Failure to fire due to a bad round. Snapped on it 3 seperate times waited and nothing.
Seeing as that pistol has never failed in hundreds of rounds I am chalking that up to the ammo not the gun.
I shoot all the time in extreemly cold weather and my only caution is to dissassemble the gun as far as possible as soon as it is in doors. This way condensation does not form.
Sometimes if I think of it I will field strip a gun and put it in the case so the truck doesn't cause condinsation.