If the engine computer has a p0430, then the odds are that the converter is bad. The engine computer looks at the front oxygen sensor and compares it with the rear oxygen sensor for each converter. This is how the computer knows if the catalytic converters are working. A few things can cause a false code such as a exhaust leak, or a oxygen sensor that is covered with mud.
The engine computer is very good at testing the converter, GM does not want to replace converters under warranty so they make sure the system works. I would check to make sure there are no exhaust leaks. Also it may be a good idea to clear the code and see if it comes back. Bad gas or a misfire can also cause this code to set.
The catalytic converters are covered under warranty for 8 years or 80k miles. If you are under this, they will replace it for free.
DTC P0420 or P0430 Circuit Description
In order to maintain low emissions of hydrocarbons (HC), carbon monoxide (CO), and oxides of nitrogen (NOx), the engine controls system uses a 3-way catalytic converter (TWC). The catalyst within the TWC promotes a chemical reaction, which oxidizes the HC and CO that are present in the exhaust gas. This reaction converts these chemicals into harmless water vapor and carbon dioxide. The catalyst also reduces the NOx which converts into nitrogen. The powertrain control module (PCM) monitors this process using heated oxygen sensor (HO2S) bank 1 sensor 2, which is located in the exhaust stream past the TWC. The HO2S bank 1 sensor 2 produces an output signal which indicates the oxygen storage capacity of the catalyst. This determines the catalysts ability to effectively convert the exhaust emissions. If the catalyst is functioning correctly, the bank 1 of the HO2S 2 signal will be far less active than the signal that is produced by bank 1 of the HO2S 1. This indicates that the TWC oxygen storage capacity is below an acceptable threshold.
The PCM performs this diagnostic test at idle. When the conditions for running this DTC are met, the following occurs:
Some codes can not be cleared by disconnecting the battery but has to be cleared by a code reader or a scan tool. Catalytic converter codes are one of them.
Its possible that the cold temps play a role but only if there is another issue such as leaking intake gaskets or a bad mass air flow sensor.
as far as cleaning the air filter, not sure what its doing, what codes was setting?
I would have the code cleared first. Most auto parts stores can do this for you or if you have a code reader, they can clear the code as well. If you do not have a code reader, you can get them cheap.
Since you have a K and N style filter, its normal to have to clean the MAF every so often. I would clear the code first, if it comes back then you may need a catalytic converter.