I'm not being funny but my Golf def uses more fuel over winter...
Of course it will, simply because the engine takes more time to reach it's optimal operating temp.
Try this...
Instead of coming outside to the car...starting up and driving away as soon as the motor starts.....
.....start the motor, have a walk around, check the tires, clean all your windows, including the headlight, indicator and rear light lenses...in other words, let the motor warm up...it will make a difference.
Before I get bounced on by those who think they know better...I live in a country where the winter temps can, and often do fall below minus 20 degrees. Summer temps are often up around 40 degree
My Mk 4 Golf tdi gives me an average of 4.5 litres per every 100 kms, for the whole year...and I drive it like I stole it!
Just warm it it up, before you drive it.