I'm thinking to make these Boy Scout snow anchors
http://www.gec-bsa.org/program/training/adulttraining/highadventure/articles/snowdeadmen
Pretty smart. Anyone made these and would they be good enough, should be better than grocery bags, right? I'm going to use it on a Golite Shangri-la 3, so I need to be confident that it would work and must be light as possible.

I didn't check out your link, but I think using Boy Scouts as anchors is probably against the rules.

Those are a pretty cool idea. If your goal is ultralight, then grocery sacks are going to be lighter than any fabric, bucket fragment, or stake out there. Remember Occam's razor? In this case your simplest idea is actually the cheapest and most effective.

Should be fine. Just remember that you won't be able to set them up tight until the snow firms up. So make sure that you have an adjustable length of rope on them.

I really like the idea of grocery bags, but I'm afraid if there is a strong wind, the guyline would pull away from the bag. As to the plastic anchors, would it become brittle and break in the cold?

I had our Scouts bring some sticks for deadmen. Then, I did not have to worry about the Scouts leaving bags or plastic stakes in the snow. After the snow firms up, the Scouts will not remove the bags or plastic stakes (a few of the Scouts they will leave them in the snow). Then they will wonder why they do not have stakes at the next campout/backpacking trip.