Forget not, my friends, that in the book Legolas only
ran over the snow, while walking it appears he had to drag through like everyone else. If you run fast enough you can run over custard, or ever water (there is a type of lizard which does such). Legolas says something about elves running over leaves and snow and then takes off. So...the running seems to be a special elfy thing he can do (perhaps the lack of big stompy klunky man boots helps). If Elves still can walk on snow and poke though it then they surely can make snow angels. Or perhaps to the Elves they would be snow Valar.
