Here is the full list of all 12 Yuki Onna achievements.
Get killed by the goat
Kill Yuki Onna
Die many times in one play-through
Escape with the kids
Escape without getting hit by Yuki Onna
Drop every item in the game
Collect every item in the game
Buy every time from the gachapon machine
Read from all of the ice fragments
Eat a bowl of ramen
Get killed by the crocodile
Do Shoji a favor