This challenge is part of the Ice Storm challenges series.
Bring out your explosives, and throw them at the Ice Fiends. Be careful not to hit the pillar as destroying it will cause Ice Fiends to not respawn.
Ice Fiends take an increased amount of damage from explosives, which makes the challenge easier. As you can see on the picture above, a regular grenade does 300 damage to each Ice Fiend. These ice zombies, do drop explosives themselves occasionally. Therefore, it is possible to complete the entire challenge in a single game, with a little luck.