Some thoughts:
I think you are really going to want full fenders for winter riding. The roads are very often wet, usually with lots of salt any other grime. Fenders will keep this off of you.
I'm guessing you can't fit much wider tire on your road bike with fenders than a 25mm. This eliminates the knobbie cyclocross tires or studded tires.
My suggestion would be to ride your road bike with fenders and your current tires for most winter days. If weather reports are predicting high chances of snow then ride your MTB with knobbies. I think that will give you more control on snow covered surfaces. Narrow slicks can be used with care on slippery surfaces, especially if the roads are salted well and therefore not forzen under the snow.
Craig