To snuggle up to someone, is to have sex with a person. Closely related, to snuggle someone up to heaven is to have sex with that person and bring them to orgasm. The phrases origins are believe to have come from someone's online conversation with someone, in which they stated "snuggle up to heaven" when it was just a spelling mistake and actually meant "smuggle up to heaven", but the phrase caught on and has been with us ever since.
Person2: "Not much man, just about to go up and snuggle my girlfriend up to heaven, if u know what i mean."
Person1: "I was just about to go do some snuggling myself."
Girl: No sweet heart i need to snuggle with you.