Jongno is great for streetfood and in winter there is nothing better. My favorite snacks are the veggie steamed bread from JSP. They come out of the steamer hot and they put it in a plastic bag. What I like to do is to keep the bread in the bag and hold the bread in my bare hands- the hot bun works better than those hand heater things(and they are environmentally friendly). The other things that JSP have are steamed bread with red bean and pork or kimchi dumplings.
Directions: Jongno 5-ga exit five (subways 3 or 5)