While I love snow as an insulator, and actually will shovel new fallen, preferably light and fluffy snow onto my trees' pots, I would never allow any of my more refined bonsai to get covered up by any appreciable snow fall. They're either under the eaves (and I do gently remove snow from their foliage) or fully under cover when the snow flies. Heavy, wet snow will freeze into a brick and will be there until the thaw comes. If this happens early on in the winter, you may be waiting a while, and subsequent storms may be dumping much more snow on the trees. When I lived in MA, after a particularly snowy winter (probably had 5-6 feet of snow that year), The receding snow drifts revealed 2 mound shaped Japanese maples that had all of their branches torn straight down by the compacted snow as it settled over the winter. The trees survived, but were horribly disfigured for years after.