Title or author of sci-fi fantasy book written in 80's or 90's about yeti-like creature who could bore through solid rock and ice with his body heat

As described above, the book was about a yeti-like creature which couldn't be killed by regular means. A group finally tracked it and managed to kill it with special (here is the sci-fi part) arrows which had little fusion bombs attached. When they struck the creature it caused that part of his body to dissolve. The creature could tunnel through the ice and rock of the mountains by melting it with his intense body heat.

Unfortunately, that is all I can remember of the book. No title, no author, no cover art. I have searched for this book for several years now with no luck. Does anyone remember it?