Actually any CF(recent,within the past one year) in the market can do the job.
I have shot at -4C before with Ridata n Sandiskn transcend. Consumer class is enough, no need to go for industrial ones.
You just need to do the same for it as the battery, hold hem in your fist n clench for a good 2 minutes for it to get slightly warmed and then pop them into the cam and shoot away. At -4c, my fingers were first to go before my CF or Battery died on me. If its your first experience in such temperatures, bring along a pair of light - medium wool gloves.
Best of luck ...