In my experience the best course of action, that first winter, is to gather a nucleus for your Spring Offensives and put them in safe warm billets beyond the Soviet Weather Zones, in Germany even if you have the rail. Then pretend they do not exist until spring. This way they will gain Morale instead of loosing it (blizz effect) and be powerful contenders in what is usually a difficult offensive (3rd week June) to conduct in a decisive manner. This last point is especially true if the offensive is to follow in the heels of a successfull Russian Winter Offensive.
Your highest exp/moral infantry divisions, together with your worst hit Panzer Divisions, should be contenders for this force, which I locate in urban hexes within 5 hexes of OKH back all the way back in Germany. Putting some Ju87's in Reserve till then would be a good idea too, I think.
Skim a little from all of your Pz Corps, so none are more than about half full to make their resupply process easier in the hard months to come. Of course every unit not in a city/urban hex will suffer moral losses and attrition during blizz conditions.
If you get Leningrad then watch the Finn's Moral levels closely too as they drop 1 pt per turn if they are below the stop line. This means that though they don't suffer blizz penalties they do deteriorate rapidly if not rotated 10 hexes back above the line to "heal" on a routine basis. This is a case of intelligently managing a forward line with an eye on the Karelian Stop line as your NE anchor. Figure at least a third to half of your Finn's should rotated out at any one time. Use healing Germans to garison the Urban Hexes around Leningrad, instead of the Finns; you'll need STRONG Finn's later if your June Offensive Fails to be decisive.
That's my two cents worth anyways.