Don't ever try this - you're likely to get gassed. It's a not uncommon cause of death in freak snowfall. Apparently you're better off risking freezing to death, than risking getting gassed. I presume it has something to do either with the temperature gradient around the snow not letting the fumes drift away, or it's to do with the snow slooshing around and creating pockets around the car.
Of course, you can't gas yourself in a diesel, but you're probably not going to do your lungs any good.
David