Before we go for a million frames per second video, lets do a thumbnail calculation.
Example. A bullet at 1,000 fps leaving a barrel with a 1:12 twist rate is spinning at 1,000 rps or 60,000 rpm, right?
The impact with the ice would slow that rotational speed somewhat, but there is precious little for the ice to grab onto to slow the rotational momentum, but a lot to grab onto to slow the forward momentum.
The fact the bullet was found spinning and still nose down (and in my other hearsay evidence, the bullets in the roofing, base down) is what I would expect from my knowledge of the gyroscopic stability of spinning objects.
The second bullet, whose rotational axis was precessing around a vertical axis as it spun also lends credibility to the notion that this is a real video and not doctored.
I think "Mythbusters" will confirm it.