I remember having to take a large spoonful of cod liver oil, on its own, nothing added or anything given afterwards to take away the dreadful taste. I would fight against it but never won!
Another once or twice a winter ingredient, we had for years, was a very large spoonful of "Brimstone and Treacle' (or in our case, golden syrup instead of the treacle). It had a strong paste like consistency and taste, was quite yellow and the syrup was needed not only to bind it but help it go down. An interesting article on sulphur can be found here.
On very cold days, before heading off to school, we were given a Victory V lozenga, something I still love to this day but do wish it was in a better shape to help with the sucking. I don't think it did anything to help but was enjoyable nonetheless.
On occasions, we were given an iodine tablet to suck, it was horrible and stained your tongue for hours.
I am sure there must have been more things but can't remember. Do you remember being given anything to ward off winter ills?