Just checked around some other winter sowing forums and people do seem to grow lavendar successfully by winter sowing. Make sure you have good drainage. Read in one place it germinates late so be patient.
So give it a try! Now should be fine too for sowing.
Some varieties of Lavender should be just fine to winter sow in your zone. The Lavendulas Munstead, Hidcote, and Provence (to name a few) should winter sow really well for you! JVW is absolutely right, make sure they have good drainage, they don't like wet feet. (me neither, come to think of it). ;)