Have a look at Skateaway. (
www.skateaway4.com). They have a trip to Seefeld in Austria just before Christmas and ones to Leukerbad and Andalo in March / April time. They're all geared up so you can skate in the morning and ski in the afternoon.
I'm going on the one to Berchtesgaden next week. It's not quite ski season yet there, but the mountains are beautiful in autumn.