Performer(s) Appeared in Chilly and Milly are Frosty and Crystal's twins who appear in Rudolph and Frosty's Christmas in July. It is never explained how or when Frosty and Crystal gave birth to Chilly and Milly (though they were likely built out of snow just like their parents). They prove to be just as vulnerable to warm weather as their parents. They also love Rudolph very much, looking up to him as their adoptive uncle.