If you have very sturdy stakes, like a simple nail stake (not the easton ones, the heads can break off) or MSR Groundhogs, they will pound into the frozen ground easier than you'd think. Find a good rock and hit the stakes as squarely as possible, and they'll go in. Not as easy as summer, but that's expected.
When you want to get them out, they'll be frozen in. Take your rock and give them a good solid tap squarely on the head, which will loosen them up. They'll slide out of the ground with only a bit of tugging. Not too bad. Just make sure they have good strong pull-loops on them.