@NirvanaFan and I have done this a few times over the years. First time was over 10 years ago, we went up in the middle of April, with no tents, just used a tarp and built up stuff on the sides. It was interesting. Snowed overnight and he didn't sleep at all because I snore like a bear and a chainsaw.
Went again in '14 I think and had fun. It was 20° or so, snowing, and it had been snowing quite a bit before that. Very tiring walk out, but it was a good time. Dug down in the snow for my tent, used the snow to build a sort of wall to keep the wind at bay. Wasn't bad. I remember waking up at 4am and listening to coyotes running and howling about. Brought a few cans of corn beef hash and threw them in the fire, was a very hearty meal. Both times we went, no heaters or anything. We try to keep it simple when we go.
I like simple but my buddy likes to bring everything but the kitchen sink. He looks at it as: "if I was forced to live in the woods, what would I bring for a long stay." I keep pointing out, propane only lasts so long. Funny thing is, he is also the one who goes on 300 mile long backpacking trips. Next trip will be more minimal. We are planning on going back to Indian Lake and camping at one of the boat access only sites.