Snow Donuts
Snow is the only enjoyable aspect of winter that I can think of. Even if the weather may not be pleasant, snow may be the start of many experiences, including skiing, snowball battles, and, it turns out, doughnuts. Almost every child who has ever played in the snow has made their own snowball. Without one, you can't start a snowman. Snow doughnuts, however, lack the advantage of social connection.
In order for them to occur, highly particular circumstances must exist in open places like the Canadian prairies. A thin, moist layer must be present on top of the powdery snow on the ground. The wind must be strong enough to begin pushing that wet layer, but not too powerful to completely destroy it. Additionally, ideally, you need an incline so that gravity can assist it. When all the components are in place, the wet snow strips the powder away like pizza crust cheese before being rolled up by the wind and gravity into a donut shape.