My eastern milk snake stops eating usually around November, so he gets put down in the cellar for the winter. Around April I bring him out. I just bring him upstairs, with no gradual changes in light, and no problems. Changes in temperture occur in the cellar as the seasons change and my guess is it's the same in your closet.
I have been doing this for years, with this snake and several others. I can't say for sure if it will be the same with your gray treefrog as well. My suspicions are that it will be.