This is a rare weather phenomenon comes from the wind, which blows the snow and are wrapped it in a multi-layer roll. Snow rolls, usually cylindrical in shape, hollow inside. Each subsequent layer is thicker than the previous one, the first layers of very fragile.
To form snowy ground rolls could be coated with a layer of ice, which in turn must be covered with powdery snow, the temperature of which should be approximately equal to the melting temperature of ice.
Besides the wind must be strong, that I could roll mix, but not too strong, so as not to disrupt the roll from the scene.