No, they had “fallen from my pocket as I was opening my front door, and then got covered in snow.” They were not still in his pocket.
You lose. 
(but you only lose nothing!)
Just this Friday I found a pair of sunglasses in my office that had gone missing for about four months. I squatted down to pick up an extra power cord that I had, because I was going to use my computer in a coffeeshop later–and there they were! How they got there I can’t imagine.
And they were fairly expensive sunglasses, too, which means I get to give back some of the idiot points I assigned myself when I lost them.
I hope this helps.
No bets to be paid out on ‘pocket’, I’m afraid, because I’m fairly sure it was trouser pocket.
Now, where are those trousers?..
But you still have the box it came in, right? Try not to lose that.