In Alaska for Winter Warfare training I used a version of a snow 'grave". Dug a hole in 3 feet of snow, 8 feet long, 3.5 ft wide, open at one end. Covered it with a nylon poncho supported on some tree limbs, covered the edges with snow. Insulated the floor with some more limbs/branches, then used my air mattress (no sleeping pads then). Parka, extra clothing went under sleeping bag. Used pack to close off the open end. Spent a night in this, was surprisingly comfortable. A lot less effort than the guys who made a lean-to. I maybe spent 20 mins tops making the shelter, then helped the rest of the squad make their "graves". One buddy team made a two man grave, using two ponchos - took about the same time, two guys. I can see where a candle would have heated it nicely, but didn't have one. We made them so the open ends more or less faced into a circle where our sled was, we dug little alleyways to get to it.

A lot less labor, relative comfort.