Great job, I had a lot of fun with this one.
I think the control scheme is great. Using the mouse wheel to toggle between snowman pieces was a clever use of the control scheme.
My one qualm was that keeping track of which piece I was on as I was focused on running away from the snowmen/shooting them with pieces. I often got confused of what piece I currently had selected because my eyes were focused elsewhere and didn't always have time to look at what I was scrolling to. I don't know if I have a clear solution for this, but slowing down the mouse scrolling might help. At the very least, it would be nice if there was a visual indicator that showed up around the player, if only temporarily, that showed what snowman piece you were on.
This may seem like a nick-pick but with how hectic the gameplay gets, any little bit that helps me keep up with how fast paced the game is would be helpful.