Agree that's the suckiest part of winter camping.
My strategy, such as it is, is to stay up as late as I can. Poke at the fire if you have one, stargaze if it's clear, plan around the moon and take a night hike, whatever can get you into the rack late enough you don't find yourself getting up to deal with a cranky bladder before dawn. (I know what climbers do about that but am not an adherent.)
If you must turn in early--weather or whatever--a book, cards, puzzles, some kind of diversion is a must.
At least we have super-efficient headlamps now. Back when they took D-cell batteries, ugh.
Be sure to note the lack of bugs. One of the best aspects of winter outings.