I stand corrected. I googled it and it is 1 psi change for every 10 degrees in temp. change. If you dropped from 36 down to 29 psi that is 7 psi. If your tires were checked when the temp was 70 degrees warmer than today, that would account for 7 psi drop. Tires will lose some air naturally over time, so most likely they were down to 33 or so anyway, then the 15 degree temp pulled them down another 4 psi or so.
So yes, they are low given the time of year. If the TPMS light is on, you will have to inflate up to 36 or slightly higher to reset it. This is a very common problem when extreme cold hits.