In reply to L Taylor:
I used to dig my dog a small hole to shelter in whilst I worked on the main hole, then she transfered across (bad weather situation).
She did try to help dig at times, but not at all helpful: she just dug straight down. Couldn't train her to use a shovel
She always slept next to my head, and usually stuffed her cold nose into the top of my bag. She also had use of my down duvet jacket.
Dogs and snow holes are great together. Best part is the dig is usually squeaky clean having spent all day in the snow, as opposed to summer camping when they have been wallowing in peat bogs all day!