Using a mixture of 6 parts water, 2 parts dish soap and 1 part white corn syrup, Don Komarechka filmed ice crystals forming across the thin walls of freezing bubbles.
The corn syrup is an important ingredient as it allows the bubble to thicken on the bottom and acts as a cushion to prevent the bubble from popping on impact with the snow. The best technique is to blow the bubbles through a drinking straw; this allows for some control over the side of the bubble, and they can be easily placed once formed. Give a few seconds for the corn syrup to pool at the bottom before placing it and you should have a decent success rate.
This video was filmed over the course of two years, and these are the best out of over 400 takes.