Okay been playing with the Frostfall mod and loving it but noticed that the weather in Skyrim is VERY defined. Literally stepping once seems to take you from warm to freezing. Is there a mod out there that does a job of smoothing out the weather transitions?

I don't know about that, but you can adjust your exposure rate settings in the MCM menu so the transitions don't seem so harsh, and it'll take you longer to start feeling the effects of the weather.