I worked as an ATCO for most of my life and never heard of cold weather corrections so I don't think it's common practice.
As I believe you don't very often experience -20C and below in the UK very often, of course it's not common practice there.
To provide real world experience on top of the excellent info form
TheChitterneFlyer and
LookingForAJob, I have had a pilot inform they were applying temperature correction in an overshoot/go-around situation, with the published missed altitude of 4 000 feet, and the Mode C when they leveled was 4 300 feet (it was _VERY_ cold out). Never seen it on a standard departure, but if an aircraft was vectored off a SID, the temperature corrected MVA should be used by ATC. I would not expect temperature correction to be applied by the drivers.