Es de un poema y villacinco, parece que popular entre combatientes de la 1GM, como él:
https://en.wikipedia.org/wiki/In_the_Bleak_Midwinter
"...In the BBC TV drama series, Peaky Blinders, mobster and war veteran, Thomas Shelby, mumbles 'in the bleak midwinter' to himself believing he is about to die. The poem and the phrase was popular among soldiers of the first world war.."