Sounds like brake dust... especially if the fronts are worse than the rears (I'll assume you have rear drums and thus little or no brake dust there).
The beautiful thing about brake dust is that there's an endless supply of it.
If you think about it, you basically answered your own question... in the summer when you washed the entire vehicle often, you didn't notice the build-up.
To address it, see this post:
Like dirt on your paint, you need to keep on top of brake dust on your wheels. Start with the least-aggressive method (a simple washing).
Heck, sometimes I've left the paint dirty and simply cleaned the wheels... especially when the weather's bad but the wheels look especially horrible.