There are a couple of things to consider first however. You should be using white gas stoves over propane models because the cold tends to mess with the gas flow in propane stoves and white gas will burn hotter. If the wieght is unacceptable then a piece of high density foam with a layer of tin foil will work equally well. Getting some decent sleep is just as important to a good trip as is decent food. The most efficient temporary snow shelter will be the snow cave.
Igloos require lots of work and some skill and are thus better for longer stays in one spot.
A snow cave on the other hand requires relatively little work so make snug. The first step is to find a suitable snow drift or to create a pile of snow that will be stable enough to dig into. You are looking for a drift that is big enough to create a room that is about seven square feet and two or three tall. The drift should also have access to the base of the drift where you will start your entrance. To start you need to have a low upsloping entrance that is several feet long.