You do not need teflon coated cables. XTR cables are not teflon coated either. Shimano's derailler cable (and brake cable) housing is already lined with a slick material which allows the cable to glide along with a minimum of friction. Plenty of bikes are running just fine with the same cable/housing set up as yours, including my own commuter bike which has been used in temps in the teens without issue. The only cable upgrade you might consider is replacing galvanized cables with stainless steel if you don't currently have them already. The only downside of stainless steel cables is the inability to solder the ends but most people don't care about this anyway.