As a photographer who happens to live in Canada, shooting in the winter for me often means braving the snow. The problem with snow is that it means facing the cold. As the photographer you are more that free to bundle up in order to stay warm. However, the model often is much more limited by wardrobe which is an excellent recipe for hypothermia. Goose bumps are an utter pain to retouch so my best advice for you is to come prepared to keep your model reasonably warm.
Bring a Sleeping Bag
Warm jackets are a given but are often limited in how much warmth they can trap. A great investment comes in the form of a sleeping bag that can be completely wrapped around the model to give them a chance to warm up mid-shoot. Unless you want to spend an arm and a leg on a fully waterproof bag, avoid goose down for this sort of use as once it gets wet it quickly becomes useless. When hanging out in the snow wetness can often be guaranteed.
Set Up a Tent
Often the cold itself isn't the whole problem, rather, it is the cold in conjunction with a sharp winter wind that truly threatens frostbite. For longer shoots that you expect to spend most of the day on invest in a small camping tent that you can set up for the model to use when they need to change, fix makeup, or warm up. Getting out of the wind into a dry space wrapped in a blanket can make a huge difference and be a tremendous help in saving you hours retouching blue skin.
Block the Wind
For the same reason that a tent is a great tool you can also enjoy tremendous benefit from blocking the wind during the actual shooting itself. Often there are easily accessible locations that are naturally sheltered from the wind. Alternative a pair of heavily weighted light stands with a tarp strung between them can make for a fantastic wind blocker in a pinch. Just make sure they are secured, you are effectively using a giant sail to block the wind.
Shoot in Direct Sunlight
There can often be a substantial difference in warmth between direct sunlight and shade. Many photographers will often naturally head to the shade for the softer light that is offered away from direct sunlight, but when shooting in the winter that decision unfortunately also is a great recipe for creating a popsicle out of your model. Diffuse the sunlight if you want softer light but when the model is freezing don't make them stand in the shade.
Bring a Pad to Stand On
Standing in snow can do a tremendous job at turning a model's feet into blocks of ice. Especially if they need to remain standing without moving for long periods of time. If the model's feet are not in the shot or if you are between shots have the model stand on some sort of pad that insulates the bottom of their shoes from having direct contact with the snow. Doing this can be a tremendous help towards avoiding agony or even frostbite.
Shooting in the snow can be an incredibly rewarding experience. It can also be akin to torture for your model. Don't be the photographer who risks ruining the entire shoot because you are not prepared to keep the model as warm as possible. Instead, plan ahead and be prepared while investing in the right tools to make your next snow shoot a successful one.