The best thing is mental conditioning. Behavioural therapy works better than drugs, although it takes more effort, it is also more effective over time and produces lasting improvements with minimal side effects.
For something like this, desensitization (like Mike mentions) is better than flooding as a thereapeutic approach.
Example: say you had a fear of cold water because you nearly drowned in a cold lake.
You can condition yourself against your fear by going into warm water (that you have no fear of) and then progressively colder water until you can stand cold water.
Or you can condition yourself against it by immediate exposure to very cold water under safely monitored conditions where you don't actually run any risk of drowning.
First approach is slower but works better. Second approach is faster but more traumatic.
For this I'd go with the first approach.
So, if you want to go on steep snow again, first off go on flat snow, then gentle slopes. Do lots of practice falling and self-arresting and so on on these soft, gentle slopes. Then gradually increase steepness and iciness of slope until able to deal confidently with steep icy slopes again.