Hey! Fellow Minnesotan here. Sounds like you've already got a lot of great hobbies. Here are some things I like to do in the winter (some of them are not the most Mustachian, given that they do cost some money, but they're fairly inexpensive ways to amuse yourself):
--Exchange postcards with people around the world by signing up at
www.postcrossing.com--See some great theater for fairly cheap by going to local high-school shows. Southwest High School in Mpls, for example, has a great theater program. We saw "Les Miserables" there a few years ago and it was fantastic---I can't imagine enjoying an expensive Broadway production any more than I enjoyed that show. We saw "The 39 Steps" there last month and it was great too.
--Winter is a great time to learn to bake. Warm up your house and try making bread! Flour isn't that expensive---you can afford to mess up and try again.
--Winter is also a great time to organize your indoor life. (I can't bear to do it when it's nice outside.) Pretend like you're moving somewhere smaller and get rid of the extraneous junk in your life.
---I've recently added the NY Times' "Seven Minute Workout" to my exercise regime. Easy to do inside and something I can convince myself to do even when the couch and/or fuzzy blankie + book + cuddly cat are calling. It's only 7 minutes, after all. There's a free app, or you can just google how to do it (I think there are Youtube videos too).
---Learn to dance! There are continuing ed programs for adults that offer swing, latin, and other ballroom dances. Alternatively, there are Youtube videos galore, or you can check out videos from the library, that can teach you how to dance. Heck, learn hip hop or breakdancing in the privacy of your own home---AMAZE your friends and neighbors next spring when we all stumble out of our houses, blinking confusedly in the unfamiliar sunlight.
---Or, learn a low-impact martial art, like tai chi. Again, there are videos from the library from which you can learn for free.
--Brush up on whatever language you studied in high school with DuoLingo!
--Also, I'm sure you know this, but: powerwalk through the skyways!