In the Frozen City the bandits wear red santa hats and scarfs. Besides their increased health and rads dropped, they are the same as their regular counterparts.
Snow Bandits will always aim after shooting, resulting in what appears to be them firing in completely random directions.
They don't do any damage when touching the player; plus staying close seems to prevent them from shooting as they try to run away and keep distance.
They like to hide inside a Snowman prop, in families of 3. They will make no attempt to attack the player while safe inside this cozy little home, and are thus non-essential kills when undisturbed.
Please be considerate of your Bandit neighbors and their homes!