Grab some medium-large sized containers and pack them with snow. Use the larger ones for the foundation, getting smaller as you go up. Turn then upside down side by side to start your first row. You can use loose snow to fill in the gaps.  When you’re done with the bottom, first row, start another one on top of it and keep building up until you can safely crouch down behind it and not be seen by the “other side”. Have fun!