The Sinister Snowflakes are found in the Final Winter Wipeout Zone (Zone C if you want to do this in practice mode). After choosing Francis as your avatar, you just have to proceed thru the level until you get to the Snowflakes. Simply jump on one then push UP on the left thumbstick to walk backwards. Stagger your movements and do this for 30 seconds WITHOUT jumping, as any loss of connection with the snowflake starts the timer over again.