I have never heard of having to do this. The courses around here will pretty much let you hit wherever. The theory here is "if you're brave enough to hit the frozen ground, go for it."
I have seen people do this for winter play, never have played on ice and snow myself but I will say that I have the absolute perfect mat for winter time play. It is an old door mat, a large door mat maybe 3 x 5 feet, made of brown coconut fibers. I use it in the winter for hitting balls into a net off of the dormant bermuda grass in my back yard, so I don't tear up the grass too much. It is tough enough to hold up to the beating it takes with a club, it is softer than any plastic turf mat, it feels just exactly like hitting off of soft turf and it is heavy enough that it doesn't move around when a ball is hit off it, and it is stiff enough that when the ground gets a little wet it stays rigid and gives a more stable hitting surface. This mat would be perfect for hitting off frozen ground.