>>23545426
>>23545463
>>23553199
The Pailsen files OVA had an episode set on a snowy planet, it's been years since I watched it but I remember it being one of the better episodes of the OVA.

The Scopedogs in the episode don't have skis though, more like giant snowboots with rollers. I quite liked the extra equipment the Burglary Dog had for skating over rough terrain as those resembled skis more.