I've seen little snow devils on ski slopes. The Weather Channel had a link to a recent snownado video. That got me to do a little research...
This Youtube video seems to offer one theory...
While this accuweather clip offers, shall we say, a polar opposite opinion?
Why would someone call a winter waterspout a snownado? At the end of this clip is a cool shot of multiple funnels.
(maybe because the sucked up water turns to snow?)
I like "snore-nado" (for some reason this won't embed)
Here's a vine clip.
Great art, but no.
Here's the home version...
Here's a small one. I would just call that a snow devil though.
Here's a devilish pic:
This is the google images page for Snownado.