lol I think that's called "sleet."
No, it's not sleet. Sleet is wet and slushy, snow pellets are dry, like, er, snow.
http://www.theweatherprediction.com/preciptypes/
3. Snow Pellets (GS)- A snow pellet is precipitation that grows by supercooled water accreting on ice crystals or snow flakes. Snow pellets can also occur when a snowflake melts about half way then refreezes as it falls. Snow pellets have characteristics of hail, sleet and snow. With sleet (ice pellets), the snowflake almost completely melts before refreezing thus sleet has a hard ice appearance. Soft hail grows in the same way snow pellets can grow and that is ice crystals and supercooled water accreting on the surface. Snow pellets will crush and break apart when pressed. They can bounce off objects like sleet does. Snow pellets have a whiter appearance than sleet. Snow pellets have small air pockets embedded within their structure and have visual remnants of ice crystals unlike sleet. Snow pellets are typically a couple to several millimeters in size.
They are, in fact, little tiny snowballs.
I have lived in cold climates before, and visited many places in winter, too. I've seen my fair share of hail, sleet, and snow.
I have never seen this before. Pretty cool, you learn something every day.
