Two places that come to my mind... (in addition to The Lodge, which is fabulous) - never been there, but they are on the to-do list. Note that none of these is really close to Zurich, you'd probably have to drive at least 1.5 hrs. to get the hideaway feeling.

Crans Ambassador in Crans-Montana, which will open in December and looks spectacular
Guarda Val in Lenzerheide
Hotel Paradies in Ftan, Engadin

Another option I would consider is driving to Lech (Austia), a beautiful little ski villiage. It's only 2 hrs from Zurich and has several excellent hideaway hotels.