Winter conditioning and training?

I live in the central/northern USA where winters can be pretty harsh, below 20 almost every night and trust me, it is not very fun to be outside. =p

My three horses just live on pasture and hay (only hay in the winter, of course) and I must admit, they get quite the hay belly in the winter. They're already starting to get a little chubby!

We've already limited their hay source with a hay net that not only reduces the amounts they spill on the ground, but also makes them "work" for the hay a little more. (The hay bale/feeder is located indoors, btw)

However, they still become overweight through the winter, and I feel like I haven't done much about it.. I don't have an indoor arena, and most of the time the snow is like ice around here, so riding outside is kind of out of the question. Even lunging would be dangerous. :/

Anyone have any simple groundwork exercises that I could try this winter? Or something that I could do to help my horses get exercise while keeping them safe?

I do have an indoor round pen, but at the moment it's packed with hay bales. :/

My gelding is the opposite. I have to feed him more in the winter or he loses weight. He's Arabian. He's a hard keeper. I have to blanket him in Texas winter or he shivers badly. He shivers in 65 degrees (cloudy and windy and a little rain). I also ration his hay by feeding off of square bales instead of full access to a round bale. Horses love routine. He gets fed feed and hay 3x a day. Our winters aren't as harsh as yours usually but when it's chilly or cold I know to warm up slowly with exercises before you work hard. It takes longer to do warm ups and after you work give them longer to cool down. And make sure they drink plenty of water. I'm subbing to this thread to see what other ppl say
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My horses do pack on a few more pounds in the winter as it's not always possible to ride, like you, we get snowstorms, ice storms etc. You just get out there & ride when you can and avoid the ice. I am under vet's orders this year to ride my one horse hard throughout winter. Pretty cool huh?