Depends on the weather and the level of training you're at.
If there's not much snow, I'll continue with training sessions just like I would during spring/summer. Marking, blind drills, whatever the dog needs.
If the snow gets deep, stomp out lining drills, T drills, wagon wheel, in the snow. The dog will follow your path instead of plowing through the deep stuff making it easier to get your point across.
If ice and snow conditions allow I have had some success teaching blind concepts on frozen water and in the spring transitioning to water. On the ice, I'm running the dog over/past a point of land or maybe running parallel to the shore, whatever. Keep running this drill on ice and when spring comes, line them up and send them again, only this time into the water. I have had some great results teaching water blind concepts with this method.
This is the time of year to FF. I'm doing 3 dogs for clients right now.
That should keep you busy for the next few months.
Preserve game, use a well trained retriever.