千年の雪 (Millenium Snow) by 葉鳥ビスコ Hatori Bisco is no longer in serialization (LaLa).
As of 2010 July, only 2 volumes of tankoubon have been released by 白泉社 Hakusensha:
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Millennium
One.
No, Jon Snow does not die. I read all books until now (2013) and he's not dead.
Yugi doesn't have the millennium puzzle because the millennium items are not there no more.
The Millennium Items consists of the:Millennium PuzzleMillennium EyeMillennium RingMillennium ScaleMillennium KeyMillennium RodMillennium Necklace