"Making biscuits" is a delightful term that refers to the feline process of kneading paws against a soft surface, which looks somewhat like kneading dough (hence the nickname). Cats do this for multiple reasons, including stress-alleviation, marking territory, and creating a soft place to nap.
These particular cats are taking their kneading talents to the next level by giving some masterful back-rubs to their canine friends:
1. Snow is cold, so massaging is necessary to warm up those muscles.