What always got it done day after day for me were plain old steel blunts. They do provide shock which helps stop the rabbit/hare pretty good... nothing is 100%.
The current manifestations of the steel blunt should work super. Especially if you never miss. Though not terribly bad arrow mortality is to be expected so the special blunts tend to drive the losing cost up.
Back when I was shooting 55#+ bows I killed a lot of cottontails and snowshoes with HTM rubber blunts. They would really anchor a bunny.
Except for Jackrabbits where they are mandatory, broadheads are overkill not to mention that they glance badly on frozen ground and deflect just as bad in brush. And of course there is the expense when arrows are lost.
I wouldn't worry myself about lost arrows. I found a long time ago that you usually don't lose many even in deep snow. Consider it the price of the sport.
The trick to minimizing arrow loss, if there is one, is to look for them right away. Don't get carried away shooting multiple shots unless you are ready to lose arrows. This is especially true in snow.
The arrow is going to make a hole in the snow that will help lead you to it if you don't tromp around and destroy the evidence of its passing.
I've heard of guys using a 3 foot piece of thread on the arrow to help find it in snow as well as putting carpenters chalk on it for the same purpose.
I don't recommend using scrap arrows for small game. I mean why would you expect success on small difficult targets with less than well matched arrows.