If the other ignition coil went bad it could cause a misfire which could make it hard to start.
It gets fairly cold where I live. One of the first things to check would be your battery. If it doesn't have enough cold cranking amps, either because it is old or because it never had enough, then it can be really hard to start a car in the cold. Also check the battery connections. If they are corroded or loose it will stop the battery from delivering enough starting amps.
The spark plugs can also make it harder to start if they have become worn or fouled. Spark plug wires can also become worn and not allow enough amperage to get a good spark every time.
I suppose you can see there are a lot of things that could be wrong, more than listed here. It's one of those things that you need to start somewhere, the cheap options first, and eliminate issues until you find it.
After you check for corrosion or a loose connection on the battery you can have an auto parts store check your battery and while your there your alternator as well. I suppose the alternator is another thing that might make it hard to start.
The likelihood, though, is that if one ignition coil went out then the other wasn't far behind.
EDIT
It seems that others have a hard time starting the Megane in the cold as well. See the video: Renault Megane Scenic 1.6e - Hard Cold Start -20 on YouTube. Based on the comments on that video the battery may be underpowered for the cold unless it is at full charge.
-20 C cold start after -25 C night. It started so hard because of short drives (~4km) the day before and the battery is too small for
such long and cold starts. But if it is charged after longer drive it
can stand -24 from the first time and it did few days ago. And of
course, the battery is charging now.
So the battery causing you problems is in the realm of possibility.