I use the SMC snow stakes for staking into snow. They work great and I've been using them for years in deep mountain snow. I got mine originally from REI several years ago, and it looks like REI is selling a new hi vis version:
Alternatively, you could stuff snow into a stuff sack, tie your guy lines to the sack, and then bury it. A stick/branch buried sideways or snow shovels, or whatever you've got that will stay buried could work.
I've tried all the above and they all work great, though I do enjoy the convenience of the snow stakes. They slip into the snow easily enough and you don't even have to tie a knot with them. Just slip a loop into one of the holes then pull the looped end over the top of the stake and pull. Makes it a simple affair to "untie" for packing.