Yes!
But it feels like the moment has passed. That was a huge, huge offer Harry got after Turn Coat, and I can't believe he never pursued it.
I used to think LTW could help Harry with the problems the Winter Knight's mantle creates for him, but I'm no longer certain that's the case. Harry was angry about the way he was mistreated by Justin, by the Council after Justin's death, by the continued harassment of Warden Morgan, finding out his mother was murdered by Lord Raith; and I bet part of the reason Harry has never talked about the possibility his father was also murdered; even though he has good reason to suspect that was the case, is that it could unleash a volcano of anger that Harry would have no way to control or vent at anyone or anything.
Now Harry's more immediate problem is the Winter Knight's mantel pushing violent aggressive images and feelings on him. However, a lot of those images and feelings aren't about deep seated anger issues, they're often territorial or sexual in nature, and they get ramped up to intoxicatingly dangerous levels by the Knight's mantel.
I'm not certain there would be a match between what LTW could teach Harry and what he is going through now. Plus, there are times when Harry needs to draw on the vicious power of Winter to get the job done. If Harry suddenly went Zen Master cool, not only could that get real boring real fast it might create problems of its own. The level of suppression Harry would need to completely master Winter Knight's mantel might slow him down when he really needed to let go and kiss ass.
If Harry gets some degree of training from LTW, I won't be surprised if most of it happens off screen. Harry has a conversation or two with LTW in Peace Talks. Maybe Harry gets a simple lesson or two, and then in the next book Harry tells us he has been practising meditation techniques LTW taught him after PT or had him study after PT.