Even with winter tires on a gravel bike I would be very cautious of riding in anything under -10c. If you cannot repair a mechanical in less than ten minutes then you'll get very cold very quickly. Getting the layering right is crucial as if you get sweaty then this will accelerate the cooling process. On your own this could be fatal, it's amazing how quickly you start to slow down and make silly decisions.

With a small group you have a far higher chance of sorting things out but you all need to be respectful of the cold. There was some impressive online footage of Lisa Norden training on Swedish back roads ten or so years ago. She was with 3 or 4 other riders, all kitted out correctly and they're hammering. Immediate respect for all of them as they all had awesome bike handling skills and were chain-ganging it around deep snow roads, sliding, crashing but constantly regrouping. Alas I cannot find the footage again, but this would show you effectively how the pros do it.

Mind you the Swedes are a tough bunch, outdoor fitness is a way of life, happy to do extreme turbo sessions, but mostly get on their x-country skies and hammer the trails. Most keen riders will spend two weeks in Mallorca or the Canaries translating their winter fitness into cycling fitness come spring.