I'm in NE Montana, so pretty cold here in winter. I don't increase hay til at least October, sometimes November (we don't bring the cows home from fall grazing til November to start their hay). Depending on the snow and temps, sometimes in Dec, Jan and Feb I feed free choice hay and just drop a whole bale in their feeder; otherwise I just fork hay over the fence 2x daily. [Depends on the temps, but in winter I probably feed 2-2.5% of bw daily in hay.]
In the past I've feed soaked beet pulp in winter as an added mid-day meal; but as beet pulp is hard for me to get and what I can get is getting ickier every time I try to buy some, I don't think I'll be feeding it any more. I do have some timothy hay pellets, and I'll feed those soaked on cold days to help get more water in the horse; same with the mini tim/alf cubes when I can get them.