He also likes to clear my shovel of snow. I scrape the shovel toward him, then he "digs" the snow off the blade of the shovel with his front paws. It is like a game. Fun for puppy, less lifting for me. This actually works well when the snow is that heavy stuff.
On another note, the sidewalk is probably going to need to be replaced within the next few years, and while I'm not looking forward to the expense, it should make shovelling easier with less broken bits and cracks to catch the blade.