I'm planning to install a roof vent for a bathroom exhaust fan I'm putting in. I'm thinking about using one of these:
but I was wondering if I need to worry about it getting blocked by ice or snow? (I live in Minnesota.)
Such a vent terminal can work, depending on your roof's micro climate. Depending on prevailing wind, solar orientation, drifting patterns, etc. there is often an area of the roof, usually near the ridge, which is relatively free of snow. If you must vent on the roof, this is where it should go, regardless of the type. As B. White indicated, a wall outlet is preferable, though even that can be partially blocked by rime ice.
Even when covered with snow, depending on the duct configuration in the attic (if there is one), enough heat can be emitted even when not in use to maintain a free air passage through the snow. When actually used, the heat serves to enlarge the path. However, it also causes an ice surface to form around the passage, limiting further expansion. In addition, the expelled moisture contributes more ice, such that the passage can get smaller, and possibly even blocked. Much moisture though, ends up collecting as rime ice, which can grow to block the passage as well. Fortunately, it is a fragile structure that collapses during any occasional thaw.
If not located in a relatively snow free region, the terminal can be sheared off by moving snow, or crushed. Even if the roof does not shed snow, if it is sloped, the snow pack will slowly creep, eventually crushing or breaking fragile roof appurtenances.
If your roof gets heavy snow pack everywhere, you can use stack terminals such as those used for gas vents. They can be extended up any distance to remain above the snow pack. They still need to be located near the ridge to avoid damage.
It depends on where you live (sorry to state the blindingly obvious) but yes, any vent on a horizontal or semi-horizontal surface can get blocked by snowfall.
It would be better to vent out the side of the house where that is not an issue. It may even be "code" to do so.