Weinachtabend by Keith Roberts. I read it in The Year's Best SF 1972.
(Weinachtabend is a mis-spelling of Weihnachtsabend, which is a German term for Christmas Eve)
The story is set at a party being hosted by the Minister. The scene you remember and quoted from is at the very end of the story:
He wriggled across a sloping scree of roof, ran crouching. Shouts sounded from below. He dropped fiat, rolled. An automatic clattered. He edged forward again, dragging the briefcase. Ahead, one of the corner towers rose dark against the sky. He crawled to it, crouched sheltered from the wind. He opened the case, pulled the gloves on. He clipped the stock to the pistol, laid the spare magazine beside him and the box of rounds.
The shouts came again. He peered forward, through the balustrade. Running figures scattered across the lawn. He sighted on the nearest, squeezed. Commotion below. The automatic zipped; stone chips flew, whining. A voice called,
“Don’t expose yourselves unnecessarily.”
Another answered.
“Die kommen mit dem Hubschrauber”
He stared round him, at the yellow-grey horizon. He had forgotten the helicopter. A snow flurry drove against his face. He huddled, flinching. He thought he heard, carried on the wind, a faint droning. From where he
crouched he could see the nearer trees of the park, beyond them the wall and
gatehouses. Beyond again, the land rose to the circling woods.
The droning was back, louder than before. He screwed his eyes, made out the dark spot skimming above the trees. He shook his head. He said. “We made a mistake. We all made a mistake.”
He settled the stock of the Luger to his shoulder, and waited.
