Gully's typically run up and down a mountain. The risk is that they are a terrain trap. If an avalanche path funnels into a gully you could be buried deep, very deep. Some people have been buried riding in a gully like a half pipe. The walls above them gave away and caught them roughly at the flat bottom. Instant 10ft deep burial that is very hard to dig a person out of. In bigger gullies, say like the one that runs below the Mines Avalanche paths at Berthoud Pass, could put 30+ feet of snow on top of you.