In the sim the training capt will have already made up his mind what the answer right is
. Hope not, he'll have an opinion, but I would hope that he would allow others to have theirs too.
In my opinion the correct thing to do would be to find out whether if you climb you can clear icing conditions. If so then do that and try to find somewhere to divert to that is free of icing conditions. Of course being in the sim will mean that you will prob end up in icing conditions, so descend into this as late as possible and expedite your progress to your approach, using a PAN call would be approriate. I would however recommend that you keep to the normal approach, ie don't be tempted to cut corners for the sake of a minute or two extra getting the approach right first time, better to spend a couple of extra minutes running in from 10 to 15 miles out than to cut in at 6 miles, screw up the approach and end up going around and spending 10 further minutes getting vectored for another approach
.