I’ve found that it helps to do 4 things when it is cold:
1. Not let the miniature get cold.
2. Not let the primer can get cold.
3. Not let the primer “fan” go very far in cold air (i.e. spray from far away.)
4. Not let primed minis dry in the cold. This is probably most important.
So what I’ve been doing is opening a window and priming right there on the sill, holding a box with the minis on it... I haven’t dropped any yet. The rush of warm air out sucks the paint fumes away sorta like a spray booth. So technically you are spraying outside as far as the fumes go but then you bring the minis right inside to dry there. Way less fumes that way too. Usually takes 2 coats this way.
Or, you can find an area outside that is sheltered from the wind then just spray primer there but the trick is the further the spray goes in dry cold air the more it dries by the time it gets to the mini… the dreaded “frosting.” So get your sprays closer with tighter bursts and then get them right inside to dry. I used to spray prime under my front deck during winter months.