As far as I know, the e-Golf rims are optimized for aerodynamic efficiency. If you look at them, you can see that there is very little open area, and my guess is that since most braking is regenerative braking, the friction brakes don't get very hot and thus don't require much external cooling; this enabled VW to implement a much more closed rim to enhance aero efficiency.
If the stock rims aren't too expensive, you could buy another set and mount your snow tires on them. I'm guessing snow tires alone will reduce your driving efficiency both for increased aerodynamic drag and for and increased surface contact friction. If you switch to steel rims or some other aluminum rims, you will also lose driving efficiency due to more aerodynamic drag.
It's up to you how much of a hit in efficiency you are willing to take. Unfortunately, I don't think you'll be able to find out the loss in efficiency until you get the new tires and rims mounted on your e-Golf. Not that I have any financial stake in the Tire Rack, but I have been using them for over a decade and find their customer service to be very good.
Best of luck!