Vampire Penguin Shaved Snow is the final evolution of shaved ice. Not to be confused with snow cones, Vampire Penguin shaved snow is light, fluffy, and creamy. Penguin Vampy’s (our beloved customers), can create their own concoctions, pairing flavors with unique toppings, or pick from a genius set of combinations conjured by the caped avian himself. Low calorie, super refreshing, tons of options and you can even build your own.. They just opened 2 new locations so now you can find them at the Galleria Shops at Vanderbilt, in Coastland Center and at Coconut Point mall.