Chris, since you know what you know, I guess you have watched them doing it. So, don't forget the last part, which humans can't really do: they shake like the proverbial wet dog, and all that saturated snow comes flying off in chunks. I've gotten it in my face from horses.
It works for them, not for us; 'least I can't shake that hard. Don't roll in snow -- when it melts, you just get wetter.