Hardest approach flown so far

Recently, on a long cross country from Portland, OR to Wisconsin, we stopped
at Helena, MT for a gas and pit stop.

Coming from the West with the winds calm, I chose the loc DME BC approach to
runway 9. Even though it's the capitol (is it capital?) of the state, there
is no radar coverage.

First, I had to descend and intercept the DME arc. Once on the arc, we were
in turbulence and IMC, and started picking up ice (my Baron had KI
certification).

Once on the loc BC, there are several step down fixes, but since we were
given the approach clearance several thousand feet high, I had a hard time
reaching the DME fixes at a low enough altitude.

Of course, without radar, the tower was asking us to report position, and I
had to keep telling him I was unable to reach the desired altitudes due to
the excessive descent rate required.

Finally, before the last fix we broke out into VMC, with the valley below
and the airport in sight, still several thousand feet high. We circled once,
and then landed without difficulty.

It was a great learning experience, but I'm not sure what to have done
differently. I already had the approach flaps out, and contemplated putting
down the gear to help the descent, but hesitated doing this in icing
conditions (what if I needed to pull up the gear again for some reason
during the approach covered in ice?)

I could have chopped the power (was already at 15 inches) and descending at
over 1,000 fpm near Va, but I felt a stabilized approach in ice and in
mountainous terrain was safer than making even more radical pitch and power
changes.

I felt like I was behind the eight ball from the start. Is there a better
way to have handled the approach?