It happened to me
A few years ago, in winter I was in IMC training in a single over Southampton. The weather wasn't too good, thick cloud and rain; ideal for latter-stage IMC training. We did some holds, then an instrument approach and on climbing out through 2,000 ft and at the border of the zone we noticed that the rain had changed to snow. One look at the wings which were icing, and my instructor took control and hardly spoke as he zipped us back across Odiham (with permission) and into Blackbushe very low.
We landed safely in snow at Blackbushe.
This unplanned experience worked for me in that I am very cautious about icing; over-cautious I hope. It was my instructors' silence which said it all, and it was quite enough. I definitely would not want that type of training, at that altitude, done deliberately.