Switch roles! If your pup is too small to pull you or you just want a change of pace, plop them in a sled and pull them yourself. If they're a fan of car rides, they'll probably take great joy in being able to take in the views without having to do any work.
Like skijoring, sled pulling can be a great way to get your dog some exercise and you some entertainment. Just make sure to use a good, specialized hauling collar to minimize any potential risks.
Instead of tossing a toy and having your dog fetch it, get them distracted or keep them in the house while you go bury a few particularly smelly treats in the snow in the yard or park. Grind your hand into the snow until you make a hole and drop the treat in the bottom. For a bigger challenge, cover them up! Just don't forget where you put them unless you don't mind wasting treats.