Snow and Dreams and Children and Stuff

In WFTB, the Magistrate has a recurring dream about the children in the snow:

“In the night the dream comes back. I am trudging across the snow of an endless plain towards a group of tiny figures playing around a snowcastle. As I approach the children sidle away or melt into the air. Only one figure remains, a hooded child sitting with its back to me. I circle around the child, who continues to pat snow on the sides of the castle, till I can peer under the hood. The face I see is blank, featureless; it is the face of an embryo or a tiny whale; it is not a face at all but another part of the human body that bulges under the skin; it is white; it is the snow itself. Between numb fingers I hold out a coin.”

Why is the Magistrate haunted by this dream? What is its significance? What does snow symbolize in WFTB?