There ARE those who take to the cross-country trails in winter just so they can eat without guilt.

Winter exercise demands quick refueling, so having a picnic in February isn't as ludicrous an idea as it sounds. A Sunday afternoon hike can heighten family appetites and present the perfect opportunity for a backpack lunch. And for those hardy souls who venture out onto remote trails, the winter picnic is a necessity, since there aren't too many snack shops out in the woods.

You're not the outdoors type? Try a romantic picnic for two in front of the fireplace, with soft music and a bearskin rug for atmosphere.

But it's the outdoor setting that makes the winter picnic special. And there's no need to trek out to the woods; any outdoor activity will do. Ice skating on the Mall can provide the right occasion as well as terrific appetites. A thermos of hot chocolate and a thick chicken salad sandwich with a crisp apple for dessert could make it a glorious afternoon.

There are few caveats. Just be sure that the food can be eaten easily with gloved or mittened fingers. Stay away from foods that are sloppy or sticky, and remember that greasy sandwich fillings like barbecued pork will stiffen when they become chilled in the winter air. But picnicking in cold weather also means that you can safely carry ham, tuna salad, rare roast beef and other fillings that might not be safe without refrigeration in the summer. Hearty whole grain breads or kaiser rolls will provide the carbohydrates necessary for these outings.

Take along something hot to warm both fingers and stomach. Spiced apple cider, Russian tea and spiced wine are good choices. Just remember to simmer the wine for a few minutes to evaporate the alcohol, since it can cause loss of body heat. The hot wine will taste just as good afterward.

Thermoses of hot soup are welcome, too. Carry soups that don't need a spoon so they can be sipped from mugs. Creamed soups or rich broths with tiny egg noodles and finely minced vegetables are good choices. For instance, cream of spinach soup with tiny cubes of diced country ham is both warming and filling.

Keep your outdoor picnic menu simple; long leisurely lunches can be chilling. It's better to take a hot drink, sandwich and fruit for lunch and keep the brownies and cheese for nibbling when you need a short break.

If you plan to carry your picnic in a knapsack, it's important to keep it light. The thermos will be the heaviest item in your bag. Look for a lightweight one. Keep your sandwiches and fruit from freezing in really cold weather by wrapping them in foil and then in a quilted place mat. One place mat can cover the sandwiches and fruit for three people. This will also give you a small clean tablecloth on which to spread your lunch.

As for that picnic for two in front of the fireplace, first remember that red wine stains the bearskin rug. To have your picnic a deux retain a real picnic atmosphere, pack a basket with everything needed (running to the refrigerator can break the mood), plan a simple menu that can be cooked right in the fireplace and turn out the lights. The flickering lights from the fire and a few well-placed candles are all you need.

The menu is important. It must be elegant, yet have the casual air of a picnic. For instance, chilled shrimp or lobster dipped in butter melted in the fireplace can be eaten with the fingers. Chilled caviar may be spooned on melba rounds. The main dish could be small cubes of filet mignon or chicken that have been marinated, threaded on skewers and grilled in the fireplace. Serve it with a simple salad and a loaf of french bread. Or you could picnic Swiss-style by serving slices of pa te' and raclette with cornichons and boiled new potatoes.

The raclette--which is both the name of the cheese and the name of the dish--is put on a wooden cutting board and placed in the fireplace near the fire. The edges of the board that are nearest the fire may be wrapped with foil to keep them from discoloring. As the cheese slowly softens and melts, use a spatula to scrape away the melted part and place it on a stoneware plate warmed in the fireplace. Raclette is traditionally eaten with tiny French pickles called cornichons, and with boiled new potatoes. It's a slow, leisurely meal that encourages conversation and wine consumption. RUSSIAN TEA (12 to 15 servings) 2 quarts water 1 cup sugar 5 tea bags (orange pekoe tea) 3 to 4 cinnamon sticks 1 tablespoon whole cloves 6-ounce can frozen orange juice, diluted 6-ounce can frozen lemon juice, diluted 48-ounce can unsweetened pineapple juice

Put 1 quart of water in a pan and dissolve the sugar in it. Bring it to a boil and add the 5 tea bags. Let steep for 5 minutes. Remove the tea bags and add the other quart of water. Add the diluted orange juice and diluted lemon juice. Add the pineapple juice. Place the spices in a piece of cheesecloth and tie with a string. Place the spices in the pot with the tea and juices and bring to a boil. Simmer for 20 minutes. Remove the spices. This may be refrigerated and served cold or reheated as you need it. GLUHWEIN (Hot spiced wine) (4 servings) 1 bottle inexpensive burgundy wine 1 orange 1 lemon 2 cinnamon sticks 1 teaspoon cloves Sugar to taste (about 1/2 cup)

Place the wine in a stainless steel saucepan. Use a vegetable peeler to remove the zest from the orange and lemon. Add to the wine. Add the cinnamon and cloves to the pan and bring to a boil. Add sugar to taste. Simmer for 3 minutes. Remove the orange and lemon peel and the spices immediately. They overpower the wine if not removed. Serve very hot. HESSIAN SPINACH SOUP (4 servings)

2 10-ounce packages frozen chopped spinach

1 onion, minced

2 tablespoons butter

Pepper and nutmeg to taste

4 cups chicken broth

2 cups heavy cream

Salt to taste

2 tablespoons flour mixed with 2 tablespoons softened butter

2 ounces country ham

Thaw the spinach and drain it. Saute' the onion in the butter until it is soft but not browned. Add the spinach, pepper, nutmeg and half the chicken broth. Boil for 5 minutes. Pure'e by running through a food mill or a food processor. Return the pure'e to the pan and add the remaining chicken broth. Bring back to a boil. Add the cream. Thicken the soup by stirring in the flour and butter mixture bit by bit. Dice the ham in very tiny cubes, about 1/8-inch square. Stir into the soup. Reheat just to a simmer. FIREPLACE SHISHKABOBS (2 servings) 1 pound filet mignon or boneless chicken breast 1 cup salad oil 1 onion, sliced thin 1 bay leaf, crushed 1/2 teaspoon freshly ground pepper 1 clove garlic, crushed 1/4 teaspoon thyme 1 teaspoon rosemary Juice of 1/2 lemon

Cut the meat into small cubes about 3/4-inch square. Mix the remaining ingredients to make a marinade. Toss the meat cubes in the marinade and let sit in the refrigerator for at least 4 hours. Thread the meat on long metal skewers or long bamboo skewers that have been soaked in water for 2 hours. (This keeps the bamboo from burning.) Be sure to leave ample room at each end of the skewer for propping up in the fireplace.

To prepare the grill, place about 10 red bricks in the fireplace. You will also need a disposable aluminum pan 1 inch deep and about as wide as the distance covered by the meat on the skewers. When your fire is built and burning well, place the aluminum pan in front of the fire and about 6 inches away from the hot coals. Place 3 or 4 bricks on either side of the pan. The bricks should provide enough height to bring the meat up to the hottest part of the fire. When you are ready to cook the meat, place 2 skewers on the bricks and rotate occasionally. When grilled to your taste, sprinkle with salt and serve with salad.