Mmmmm, Zone III snow. That would be different.
I agree - if metering the snow itself, open up, not close down the aperture to push the snow value up the scale. But, I sometimes confuse that myself.
Assuming a sun angle sufficient to create some texture, Leon, the highlights in the snow will be full spectrum, but the micro shadows will be heavily blue. Thus, the yellow filter accentuates that by darkening the blue shadows, as it does with blue sky. Even heavier filtration can work, depending on what else is in the scene.