In reply to davidbeynon:
I always look to use rock gear first and will try and build belays on the rock walls at the side of the gully as this gives the strongest anchor available and offers the belayer some protection. No different to summer multi pitch climbing really.
It is worth knowing how to construct an effective snow anchor if you can't reach a good area of rock.
Granted gear may be more spaced out than on a rock route but much security can be gained from well placed axes and confidence in your crampons.
I would avoid moving together as this is an unnecessary risk on most Scottish routes as they are not that long and don't have the same objective dangers as the Alps.