I have found that if the unit is left out in the cold for extended amounts of time, it is really difficult to get started. Therefore on the cold nights, I always bring it in. Also I will rotate between two different tanks as while the propane is getting used, it expands and cools lowering the pressure of what is remaining. To conteract this thermal expansion phenomenon, I will then take one of the tanks and tuck it into the inside of my jacket to warm up while using the other tank. When one tank stops working effectively, I will switch out the cold tank for a warmer one, I can generally get it going pretty easy.
The last thing you can do is to adjust the choke screw on the tank regulator. I am always hesitant to adjust something that it seems like the manufacture has no interest in you adjusting, so I will only move it a quarter turn one way or another so that I can always get it right back to where it started.
Finally, I just started to refill my Coleman empties with Blue Rhino propane and it has never worked so well. It could be however that this switch also happened really close to the time when the weather started to warm up a bit.
My two cents.