I have to respectively disagree, numerous tests have shown that heavy clothing has very little to do with overall penetration. However where heavy clothing does create a problem is with clogging the hollow points and causing them to not expand properly, or at all. Heavier grain bullets already expand less then lighter grain bullets. Heavy grain Winchester pdx1's already have a history of failing to expand (I'm not saying they all do, but it seems to happen more than other rounds).
Given the scenario of needing to stop an attacker wearing heavy winter clothing, if I could choose which ammo i had loaded at that time, I would opt for something like Hornady Critical Defense, which is of course a lighter faster bullet with a polymer tip to help prevent clogging and ensure adequate expansion.
That having been said, Hornady Critical Duty is an excellent compromise if you still prefer a heavier bullet: its 220gr, +P to keep velocity up, and features the polymer tip.
I would not want to carry the Winchester pdx1 in cold weather.