[Gothmog]

As Eomer said: elves have mass and weight just like men so it should be a "skill".

Regarding the oh so famous "custard theory", I don't think that's the case with snow. Look at a hare running on the snow. It doesn't sink if it sits still. Neither would Legolas. When walking in snow you either sink or you don't. Well, you might sink to different depths depending on your weight and for example the size of your feet, but it's not like quicksand (or custard I guess) where you sink slowly.

A thought came to me when I visualized the hare. Is it possible that elves have giant feet? No, maybe not...

But if we go back to the original question: snowangels. Even if it is a skill to walk on snow, it's not sure if it's a "passive" skill or something that can be turned on and off. But during the snow-walking Legolas do leave impressions, though they're faint. That would mean faint angels...

I'm from the north of Sweden so consider me a snow-expert