Some of the biggest wild trout I have caught have come in the winter. Same big caddis indicator trailing a wet royal coachman and a nymph (hares ear type tied with squirrel) that I use all year, just a deeper set on the wets.
I've fished East fork of French Broad in November about 8 years ago, it was so cold I had to break the ice close to bank to get in water. I was fly fishing, them trout barely sipped the flys off the water.
I've also fished Helton creek. Mills river.
I turn over rocks to see what's attached too.
Winter fly fishing can be tough. Trout aren't as apt to chasing meat like they are in the warmer months. I find myself fishing smaller nymphs and being much more patient. Fly placement is key as they aren't likely to move much for food so if you're fishing a run, give yourself a few extra casts before moving on as you never know how much an inch here or there can change the outcome. If you were to ask me what my favorite cold water flies are, I'd say stick to the basics. Go with beadhead hares ears or pheasant tails. I like blood midges and rainbow warriors as well. Don't go big, remember typically the water is very clear in the winter. If you can fish around a low pressure system, that's good too. I've had good luck going in after a good winter rain where it warms and muddy's the water up a bit.