Pyramid is open in the winter isn't it? Most all of the waters around Winnemucca are open year round except Knott Creek Res, Onoion and Blue lake. Those are high elevation and your not getting in anyhow.
I would have to agree on Wildhorse!!! We use to drive down from Idaho when I was a kid to ice fish at Wildhorse... never got skunked, always came home with fish!!
Although I don't fish, I have friends who go to Lake Topaz for their winter fishing. If you don't catch anything you can always go to the lodge for $3.99 spaghetti