The most common and most likely answer to this crossword clue is the 9 letter word PICNICKER
I've seen this crossword clue in The Times
P
I
C
N
I
C
K
E
R
Buddy explains!

The straight part
We know that "Diner, one choosing to sit outside in biting cold?" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case diner, one choosing to sit outside in biting cold? = picnicker.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does PICNICKER mean?
PICNICKER noun- Someone having a picnic.