Yes, metering for proper exposure can be tricky when shooting in a snowy scene because the camera is designed to make your scene middle grey. That's not a WB issue though, that's a metering & exposure issue. How to use a Grey Card ~ Mike Hodson Photography
White balance is still important, but it's a separate issue. You should be shooting in RAW anyway, so it will be easy enough to adjust the WB afterward, on the computer.
Also, when shooting in cold temps, the batteries will die very quickly. You can bring them back by warming them up, so make sure to have spare batteries and keep them inside your coat, close to your body. Then swap them out when the cold battery dies.
Also, beware of condensation when you bring you gear back into a warm atmosphere (building, vehicle). At minimum, keep the gear zipped up in the camera bag until it can warm up. Better yet, seal it in air tight plastic and then let it warm up before exposing it to the warm (humid) air.