I know this is probably a stupid question and if it were this easy someone would have done it already, but why can't one simply remove the oil cooler from the oil circuit in the winter? Disconnect the line going into the cooler and connect it directly to the fitting going back into the engine and then cap off the oil cooler.
Like I said, there is probably some simple reason why this is a bad idea (and I haven't tried it on mine either), but it seems fairly simple.