So with no real snow in sight, I tried a Pinterest "snow" recipe for sensory play. You just mix shave cream (not gel) and baking soda. There's no exact ratio, just add some of each and mix together until it stays together when squeezed into a ball.
The girls loved this. They built snowmen, scooped ice cream, and played with this stuff for much longer than play dough holds their attention. It's probably the novelty factor. It was also a little bit cold to the touch due to the shave cream.
It did make a mess, so this isn't something I'd do on a regular basis. But it brushed off of children and swept up pretty easily. Even if you have real snow to go play with, this would be a fun activity for kids when you're stuck indoors because of the snow.