Yep, I run nitro in snow, but I use a "winter" engine. I really only run my aftershock in the snow as my other two are too low to the ground (1/8 buggy and jato). I run an old backup engine, OS21RG. It doesn't perform nearly as well as the LRP28 I run in spring/summer/fall, but since it's winter and cold, performance isn't as important. It will push my truck around just fine.
I run a winter engine because the excess temp changes from hot to cold are unavoidable as snow is constantly hitting the engine and cooling it really quickly. Also, it's tough to get the engine up to proper operating temps. Neither of these scenarios promote long engine life. So I run an engine I don't care much about.