The problem of canister stoves in cold weather is fairly well known, fo example see Stoves for Cold Weather.

One trick I have heard of (USE AT YOUR OWN RISK) is to use tape and ensolite to make an insulating blanket around the canister. Have some thin copper strips with an angle bend in the end. Warm the the canister in your parka so you can start the stove. Before you light it, put it in the blanket and insert the copper strips between the blanket and the canister. The angle at the end of the copper strips should extend over the burner. Now light the stove.

The idea is that once the stove is lit, the heat of the burner warms the copper. The copper conducts the heat down inside the insulation next to the canister, and keeps it warm. I have not tried this myself, but I've talked to folks who have used this method successfully in cold weather. BE CAREFUL THE CANISTER DOESN'T GET TOO HOT!

Personally, I only use my canister stove in milder weather. In cold weather I use an MSR stove with Coleman fuel (white ga).

EDIT: For more background see Gas Stoves: How Cold Can I Go?. Be sure to read Hikin' Jim's cautions toward the end of his article!