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Do not pick up any purple glowing question marks in the zone or they will drop the disguise you put on when you enter the zone.
You will need to find and move items in the zone as well as find locations in which to place listening devices. Picking up the items in the zone and placing the listening devices does NOT drop your disguise.
Steps
Zone in through the entrance inside the Frostfell Wonderland (the big doors at the entry level of the zone, to the side of the wardrobe, not behind it).
On zone entry, harvest and skin the dead yeti laying in the snow immediately to your right as you enter the zone.
Examine (use) the pelt that appears in your inventory. You will now take on the illusion form of a yeti and the pelt disguise in your inventory will disappar.
Follow path down and to the right. Jump over two chasms until you can move into the bottom area.
Device Locations:
First Listening Device (-106, 0.56, -188.00)
Second Listening Device (-21.37, 0.56, -118.76)
Third Listening Device (-9.56, 0.63, -77.46)
Fourth Listening Device (90.06, -0.13, -78.23)
Fifth Listening Device (82.26, 15.16, -71.42). You will need to pick up the board on the floor by the Fourth Listening Crystal and move it to your desired location.