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Froslass being a yukionna is pretty obvious as the yukionna gets pretty frequent appearances in anime and videogames. Snorunt is the yukinko, the child of the yukionna or yukionba, which basically jsut srves the same function of luring people into the snowy mountains to die in the cold. They are typically dressed in a child's distinctive style of traditional straw overcoat with hood. But the namahage gets less attention.
It's a native myth of the northern island of japan which technically had a different indigenous cuture, religion, and lore. They get pigeonholed into bein a subcategory of "oni" but that's largely just an assimilating of their culture into the more widespread central japanese one post conquest. In any case, they still have a practice (amusingly similar to a lot of snowy european countries) where in the coldest season the boogeyman like monsters basically threaten misbehaving children with violence to get them to behave --In this case with large meat cleavers specifically. As a part of the tradition young men in the indigenous communities dress up in traditionally crafted straw coats and put on oversized namahage masks to march around town during the appropriate seasonal festivals and bang on doors demanding misbehaving children be given to them, at which point the parents tell the monsters that their kids have been good to get them to go away. The oversized mask part of the costume is what Glalie is based on.