I was under the impression that winter fuels were used between Nov~March. This varies by state.
I have recently noticed a MPG increase with my last fillup.
If the engine has more components(like 4 cams vs 1, 4 pistons/rods vs 8....), the MPG change might be more noticeable since those components are working through that oil. Going from 10 to 12mpg is a big improvement. Going from 38 to 40 isn't.
I also believe that anybody who wants to run a 20wt can. But you should plan for it if your owners manual doesn't offer it as an option.
Add an oil temp gauge to see where the oil temps are now. Average temps, peak temps, traffic temps, and load temps(passing while going uphill) need to be monitored.
Add an oil cooler. Water/oil heat exchangers are my favorite since they manage temp. Air/oil exhanger with thermostat would be my second choice.
Use an oversized filter. The biggest one that fits will increase oil volume and help cool the oil. A remote mount makes it easier to fit a larger filter(s).
Control underhood temperatures.
Insulate wrap or coat the exhaust manifold/header and downpipe.
Use a lower temp thermostat if acceptable.
Keep the oil level topped off.
If doing an engine rebuild, use a higher volume oil pump and a higher PSI regulator.
Use a larger sump, and aeration/windage control(like scrapers, baffles, and screens).
For a bump in MPG without risking the 20wt:
Clean/gap those spark plugs. Yeah, I know that everyone has platinum/iridium super duper plugs now and most people don't touch 'em until a CEL/SES appears.
Check your tire pressure. Use 2-3psi(or more) over the owners' manuals 'comfort' recommendation. Use a digital or dial type tire pressure gauge. The pencil type and builtin to the air compressor at the gas station are usually inacurrate!
Use synthetic fluids everywhere(front/rearends, transmissions, PS steering, bearing greases, transfercases, u-joints, CV's......).
Check your 4-wheel alignment.
Change your air filter regularly.
Improve the chassis grounding/power cabling.
Research your vehicle online for common issues that might cause poor MPG.