Winter in Pellatarrum is characterized by the large amounts of rock which fall from the sky.
No, I'm not kidding.
When the Elemental Plane of Earth has rotated enough for the Dayspire to touch its surface, Winter has officially arrived, marking the start of the Dwarven New Year.
(Interestingly enough, this means that the sky above Pellatarrum is one giant seasonal clock, because on a clear day you can see the progression of the planes across the heavens. If you can only see one plane from horizon to horizon, you know you're at mid-season. Leave it to the Dwarves to engineer a clockwork universe.)
Deep within the great Dwarven Citadel-Forge of Agnakorem, great torrents of earth, pushed forward by the Elemental Churn, flow from the plane and down through the hollow interior of the Dayspire. Most of this material cannot be collected by the Dwarves -- there is simply too much of it -- and that runoff disappears into the interior of the disk of Pellatarrum, falling until it reaches the midpoint. From there it is shunted sideways into a series of great tubes and caverns (the Greater Underdark) which extend indefinitely outwards into Pellatarrum's infinitely large circumference.
However, the Dayspire is not the only place where elemental earth enters Pellatarrum, though it is by far the largest conduit. Throughout the entire winter season, pieces of the elemental plane break off and fall through the infinite ether towards the Material Plane. Usually these pieces are small, ranging from specks of dust to small pebbles of about an inch in diameter, and they accumulate a coating of water around them as they pass through the clouds above Pellatarrum. As this is Winter (see Why It's Cold, below), this coating quickly freezes and these particulates become snow and hail, respectively.
But sometimes, larger pieces can break off. Usually these pieces break apart during their etheric freefall, resulting in a particularly nasty blizzard or hailstorm, but every decade or so a piece doesn't disintegrate on the way down. The effect of its impact is roughly analogous to air-dropping an iceberg. (Fortunately we don't have to worry about the physics of a large mass at terminal velocity striking the ground and releasing a lot of heat. Instead, the mass just falls to the ground with a heavy THUD, crushing whatever was under it and shaking the ground for miles. Because fantasy, that's why. Also, it's winter, and snowfall that creates heat and/or explosions goes against theme.)
Once in a great, great while, miles-long sections of Elemental Earth will come loose. It is rare, but not unheard of, for hills or even mountain ranges to suddenly appear in the after-melt of a particularly rough winter.
Why It's Cold
Since many things in Pellatarrum have strange origins (such as night being projected darkness rather than absence of light), it's reasonable to ask "Why does it get cold in the winter? Is something projecting coldness?"
Actually, yes. Just as the Positive Energy Plane radiates light and warmth, the Negative Energy Plane radiates darkness and cold. Normally the two balance each other out, warming during the day and cooling during the night, but when the Plane of Elemental Earth begins to break the horizon of Pellatarrum, the days become dimmer and cooler. This peaks at midwinter, when only Earth can be seen from horizon to horizon, and then gradually warms until the plane finally slips below the horizon at mid-spring.
Why does it get darker and colder? Earth absorbs light and warmth. Go sleep on the ground at night without a blanket beneath you and you'll wake up very cold. As for absorbing light... well, what else would you call shadows? Fire doesn't absorb light. Neither does air, although particles in it sometimes do (and it could be argued that those particles are minute bits of earth floating around.) Water sometimes absorbs light, true, but it takes an awful lot of it. Of course, this is why Elemental Water corresponds to Fall, when things begin to get cold and dark... but it follows right after Fire/Summer, so it's not as noticeable .
There, you see? Makes perfect sense.