Key point IMHO: you're not at winter yet. You have a few mud turns in October and very early November, then you get snow turns in most of November. You MUST keep the initiative and attack during those few snow turns. In theory you could make an assault on the Leningrad area, but that's a big risk at this point. Much better, again IMHO, are several areas that are very likely bets you can achieve to get your army in much better position for the cruel winter turns (BTW the winter lasts 13 turns).
My advice, north to south, take it for what it's worth:
1. Take Novgorod and close the pocket around Lake Ilmen. You'll bag about 8 divisions including a very valuable mountain division.
2. I don't know what your front is like at Moscow, but if there is a key city in reach, take it. Those cities will anchor your winter lines.
3. You can certainly take Orel, and Kursk is possible (don't know about Kharkov).
4. Near Crimea, you must eliminate that stack to the west, behind your lines. It will be very dangerous if you leave it. Make sure all ports are garrisoned. You should be able to blow away all the Soviet units outside Crimea and then hold the line at the three entrances to the peninsula.
Elsewhere, hope your troops dig in and get well fortified. Fortified units in a city will be very hard for the Soviets to defeat. To the best of my knowledge, general practice for the panzer units is twofold: keep what you can well rested in safe areas (i.e. big cities or back in Poland/East Prussia); and/or use them as fire brigades on reserve -- ideally from cities or small towns a hex or two behind the lines -- and they will cause a lot of pain for your AI opponent. You will probably have to give some ground in December, less so in January, and February is much more give and take, pretty much equally brutal for both sides.
Be warned that the partisan war will heat up considerably during the mud, snow, and blizzard seasons. Keep good coverage of the named cities and make sure you have some small units behind the lines, spaced out on or near the rails, to track down and destroy partisans when they pop up. They will proliferate wildly during these turns.
If you can keep control over the partisans, one good thing during the winter is that you can get a much better rail network put together. Supply starts out poor at the beginning of the mud in October, but by the end of the winter you should be in good shape.