A new technique for monitoring the formation of xenon clathrate hydrates is presented. Under controlled-temperature conditions, clathrate formation is studied with optically enhanced Xe-129 NMR spectroscopy, which allows the observation of the xenon occupation of both small and large clathrate cages. The experiments were performed in a temperature range of 170 to 258 K. Only in the range of 195 to 233 K did clathrate formation occur, with applied pressures of typically 0.3 MPa. The NMR data are analyzed with a simple kinetic model, which provides a rate coefficient for clathrate formation and a time constant which describes the decay of the NMR signal intensity. The analysis of the rate coefficients and occupancy ratios of the large to the small cages under the different experimental conditions enabled us to obtain some novel information on the hydrate phase formed on ice surfaces. The results suggest that the surface phase formed initially has many more occupied small cages than the bulk phase at equilibrium and that the composition evolves toward that of the bulk phase in a few minutes. At higher temperatures (258 K) the surface phase seems to be less stable than the bulk phase.