Possibly because it's running less boost it's less efficient in the real world? dunno, i'm just speculating.
I'd get the burning checked out, that's never a good smell from a car!
i've had that wing mirror thing twice, i thought it was someone on the street who i'd upset somehow or a passing yobbo doing it, but now you mention it, both times were very cold here too.
Door handle could probably do with some wd40, i know quite a few people on here have had issues with the boot catch sticking up in the cold weather, and wd40 has solved that.