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-It was him, wasn't it?
-Jack Frost nippin' at our toes. Gone after them?
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Mr Wordy (When I read it, I thought "Jack Frost nipping at our toes" was a line from a well-known Christmas song, but, looking it up, it seems the line is actually "Jack Frost nipping at your nose".)

I, at first, thought exactly the same. Given that, I think Madhulk's guess is probably correct: "running after them". It's either very clever writing or a mistake that just happens to work.
Comments  
Normally, "Jack Frost" is a personification of cold weather, and "nipping at our toes" would refer to the sensation of cold that affects one's extremities. In your case "nipping at our toes" could mean "almost caught up with us", but really we need more context.

(When I read it, I thought "Jack Frost nipping at our toes" was a line from a well-known Christmas song, but, looking it up, it seems the line is actually "Jack Frost nipping at your nose".)
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 Philip's reply was promoted to an answer.
They are refering to mutant who can shoot ice from his body
and on a killing spree.
We know the mutant is shooting ice...I assume, then, that he is chasing after them.
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Okay. Thanks Philip & Mr Wordy!