The first is the tunnel idea. One could melt the snow, and let it become ice that forms a solid tunnel. Voles do it like that, when they make snow tunnels. So one could look at tricks of those animals - for example they make breathing tunnels from time to time. Then again, in spring they fall victim to melting pretty often... so maybe version two is safer with some frame that keeps the snow (and melting water) out.
Idea two is to find a deep pit, and throw the snow in there. There is a turbine at the top, so the gravity of the snow turns it, and creates some energy. ... even better: At the bottom it's hot because of the magma in your region. So the snow melts, becomes steam, and rotates the turbine again. Double energy!
It might not be as crazy as it seems. In Germany they're doing feasibility tests right now with storing water in old mine shafts. Their idea is to drop it when energy is needed, and then pump it up again when there is enough free energy in the grid.... but only because Germany doesn't have so much lava you see.
2013_Thomas Schmall, Artist, Germany, based in The Netherlands