Green’s Dictionary of Slang

(US) an order of pie topped with powdered sugar.

1887		‘Dict. of Diningroom Sl.’ in Brooklyn Daily Eagle 3 July 13: ‘Dyspepsia in a snow storm’ is mince pie sprinkled with sugar.
1888		N.Y. Herald 1 Apr. 9/6: During his stay in the restaurant the reporter learned several things he never knew [...] That ‘dyspepsia in a snow storm’ meant ...pie with powdered sugar.
1899		Atlanta Constitution 17 July 5/4: For mince pie with sugar sprinkled on the top, the order was, ‘Dyspepsia in a snowstorm.’.