There's probably an ice castle on Lake Louise right now (call and check first).
Before about 11ish in the morning, the sun should be shining on it, spotlighting it. Take them skating on the lake, around the castle, through it, etc. That'll definitely be something they haven't done before.
Warming up over High Tea at the Chateau is about $40 bucks a pop.
From Google image:
The Smith Dorrien Trail to Upper K-Lake can be a nice drive, starting above Canmore.
Below, ice fishing on Upper K-Lake in the winter:
Cowperson