Being in Ontario, I can relate. It is tough for me to do brick workouts in the winter at least directly off the bike. What I do pretty much from November through April (unless the weather is in my favor), is to take a bit more time off the bike to go the treadmill at the gym either immediately after the bike or wait until the afternoon and do a longer run. For example on a Saturday morning do a 3-5 hour TR workout then at like 1 or 2pm go to the gym and do a structured 1 hour run on the TM . I still can get the feeling of running on fatigued leg, but I reduced the risk of injury by waiting a bit and can do a more quality workout.
Since my race season is not until June, I will have plenty of time to run directly off the bike and doing a true brick in the spring when the risk of injury is less.