Even in cold weather you can give him a sponge bath, I never do, but its always an option, just be sure you use warm water and have a towel to dry him off with so he doesn't freeze.
The slick n easy blocks are amazing, get a few and keep them in your tack box at all times, they always come in handy.
My horse is also a black bay and I never know exactly how DIRTY he is until I see the muddy water rolling off him... ick! But he stays shiny for a loooong time after I bathe him, no matter how many times I witness him rolling in the dirt
Also im not sure if a liniment bath is an option?? I know it's slighty warming even with cold water, I use it on my horses after a hard ride, helps the muscles. You could put a LIGHT blanket on him after you get the excess water off, it creates heat while still covered. If anyone dissagrees let me know, if not, I would sponge it on with warm water, it should be dilouted like 10 parts water 1 part liniment I do believe and rinse off.