I tried that this year, it works in small snowfalls quite well, but when we get a foot or more at a time it doesn't make a difference as my hay stack got squashed and was hard to get out of the snow. Either way it's hard to shovel the snow when there's hay underneath. I mostly just keep piling the hay on each new snowfall after trying to shovel some off, make for good deep litter and compost.If I know snow is coming, I pitch all the bedding (old hay) in a mini hay stack, then flip it over on top of the snow. Generally here, we just try winter on. We get snow, it melts off, and we get snow again. This year, we have been solid white since before Christmas!
Mrs K