While we can say "more snug" or "most snug" grammatically, they are not commonly used. "Snug" itself is already a strong adjective, and the comparative and superlative forms are not necessary.
Instead, you can use other words to express different levels of snugness, like:
* Comfortable: More comfortable than snug.
* Cozy: More cozy than snug.
* Tight: More tight than snug.
* Secure: More secure than snug.