Oil is good, grease is better.
2007 Peter Mooney w/S&S couplers/Terry Butterfly
1993 Bridgestone MB-3/Avocet O2 Air 40W
1980 Columbus Frame with 1970 Campy parts
1954 Raleigh 3-speed/Brooks B72
I have ridden in temps as low as -5F and NEVER had a problem with my cleat freezing to my pedal. Warm water over my foot may have been nice though.
Most ANY MTB shoe will get snow that freezes around the cleat. This won't freeze the cleat to the shoe, but will make it a bit challenging on occasion to get clipped back into your pedals. Often in the winter the scene is somthing along the lines of riding blissfully, stopping to wait (and no close object on which to lean so you don't have to unclip), unclipping and putting TOE only on the snow! Figures that something happens, whole foot goes down into the snow. Time to start back up, get on bike, MADLY beat feet against pedals and crank arms to get out offending snow/ice. The sounds of shoes against pedals/cranks is normal winter noise.
SheFly
Thanks, all, for the help and SheFly, your picture what just what I needed to see. I figured that I would have to cut out the area where the cleat goes on. Did you use the hardware that came with the cleat to attach them or the screws that Lake provided? It's reassuring to know that clipping in and out in no problem. Now I have to decide which ones I want. My husband told me to keep both pairs, but I'd rather return one.
I don't think it matters which hardware you use to mount the cleat to the shoe. Chickwhorips said that she used the cleat hardware, so I would go with that.
If you only want one winter shoe, I would suggest the Lakes. The Sidis have a hard plastic sole - think of this on a COLD day - not at all flexible, and likely to conduct cold (although maybe I am wrong). Plus, you said the Lakes were cheaper.
Let me know how you end up liking them if that's what you decide.
SheFly
p.s.
A picture is always worth a thousand words!