I put a lot of miles on a built-up 6.2L GM in Colorado. I still have the manual for it and it lists 10W-30 for 0F to 100F. 15W40 is listed for +10 to 100+. It lists 5W30 for -20 to 60F.
I found the 6.2L to be a so-so cold starter compared to my similar year Ford 6.9L when using the stock glow times. That was partially due to altitude plus cold, as well as short glow times on the stock controller and the notoriously lousy Colorado diesel fuel of that era. I needed every advantage and found 10W30 Rotella-T worked well in winter helping the engine to spin over better. It was in a Blazer that didn't tow, it wasn't hot around there so I didn't need the protection of a grade 40 oil. The 5W40 didn't exist then but today, if you feel like you need the protection, that would be the best choice for year around in MI. The newest 10W30 Rotella-T is an even better oil than backthen, and I wouldn't be afraid to use it in a 6.2L in your climate.... assuming the truck isn't going to be working hard most of the time. In the end, I used a hybrid glow system and improved glow plugs for better starting. If interested, Google the 6.2-6.5L Diesel Page, which has a lot of useful info on these engines and how to build a better glow system.
BTW, the GMs have an engine oil heat exchanger in the radiator that both cools the oil in hot weather and warms it in cold. A nice feature!