Did an event called "The Seven Hills Killer" on the Isle of Wight a few years ago, which used to be held on the first Sunday of the new year. It's basically a 27 mile MTB event across, as the name implies, seven of the biggest hills on the island from Freshwater to Shanklin. The year I'm thinking about, it was -6. It was also at a time when I was a relative newcomer to using clipless pedals off-road. Up on the exposed St Catherine's Down (about two thirds of the way through the route) I was making slow-ish, but steady progress when I went to cycle through a gate, kindly being held open by my brother-in-law. The gateway area was surrounded by a large (about 10ft diameter) muddy puddle, formed from surface erosion by the concentration of foot, tyre and hoof traffic over the years. About half way through the puddle I just stopped dead. In the split second available to me, my brain tried to send a frantic "unclip, unclip" message to my feet. The message didn't arrive on time, and I soon discovered that the puddle was around 6" deep..........and bloody cold! I detached myself from the bike, stood up, looked at my brother-in-law in a kind of "what the hell happened there" way, only for him to say "I just did that"! Yes, his front wheel had, only three or four minutes previously, stopped dead on exactly the same boulder in the middle of the gateway, stealthily hidden by the muddy water of the puddle..............and he'd neglected to tell me it was there!........or perhaps even kick it out of the way. His saving grace was that he had been riding flat pedals and had not ended up in the same predicament as me.
I was now wet through all down my left side, becoming slightly frozen and with nine miles still to ride. To add insult to injury, my wet and frozen gloved hands literally could not find anywhere near the required grip to operate the Sachs Wavey Shifters (kind of like a grip shift type gear shifter system), which pretty much resigned me to cycling the remainder of the event in an energy wasting fourth gear. I think that is the coldest I have ever been in my life, and I don't mind admitting that I was close to tears by the end of it.
Apart from that, the lowest temperature I have experienced on a bike is -13, when I rented a bike in Prague a few years back, during a visit in February. With the right clothing on, it was a remarkably pleasant and refreshing experience.