I'm in Canada too! Where are you that it's been that cold?! We've only had a few of those days so far
I find the biggest deterrent is the wet and frozen face type weather. If I'm not about to get frostbite, we go out and the little one gets a jacket. If you can avoid getting wet, that helps a ton. Invest in good waterproof/warm boots and jacket, mitts, hats, and scarves. make sure you're visible.
Other than that we just do a ton of brain games-I find it tires them faster anyways. One of mine isn't good with other dogs (she's learning) but Doppler can do puppy play dates for exercise too, assuming we've already done some training so he's not totally pent up at the other dogs. Make sure you let out some steam in whatever way is easiest for your dog before going this route-you want to avoid fights and too much energy is a good way to start them.
There's lots of indoor slow conditioning you can do too-sort of like mini workouts for your dog. Fitpaws has lots of gym equipment and there's FB groups and the like with lots of info and exercises for various things.
You may try taking up a class with him and learning scent, rally-o, etc., too.
