In my vast experience (two babies), the way to make your baby a snuggler is to get him to suck his thumb. Robbe is possibly the sweetest, snuggliest boy around and I'm convinced it's because his favorite soothing devise is right there when he's being held. It's probably also because he loves me so much (I'll keep telling myself that).
I know thumb-sucking is not ideal for a lot of reasons. But it is one of the cutest things ever.
So there you go, now go tell your baby to start sucking his thumb. Haha, good one, right?