Malta's winter weather is remarkably good, compared to Britain's. However, the first time I ever went there, they'd just been covered by 2cm of hail, and the big power station 'Enemalta' had cranked up a record-breaking output as everyone rushed home and put the heating on! Normally, the only thing you have to worry about is where you go for a walk just after it rains. Tucked away between Malta's layers of limestone is something truly horrible when it gets wet - the 'Blue Clay'. This stuff is incredibly sticky and forms heavy clods on your footwear. If you don't get rid of it all, then it sets like concrete.
As for wild camping, that's a no-no. In fact, let's say that in capital letters and in bold... it's a NO-NO! Then again, I remember talking to a guy who'd rented out an apartment at Marsalforn, on Gozo, to an English couple for the winter. They'd beaten him down on price over and over again, pleading poverty and really turning on the tears, grief and anguish. In the end he let them have it for, in his own words, 'less than the cost of hiring a bicycle!'
There are lots of bleak and barren places around Malta and Gozo, but it's also a very built-up place, so if you tried to pitch, someone would spot you. That said, many of the little bird-shooting huts you see dotted around have been constructed illegally on land that doesn't belong to the guys who built them! There is a campsite on Malta, but it's pretty expensive. If you have any really good scouting contacts, I wonder if you might get permission to use the securely-fenced scout site. Maybe if you offered to be the night watchman?