Originally butt rape, though currently sex with big women (either fat or muscular).
The original use for death by snu snu was suffering from a worse version of the option you tried to avoid.
Originally it came from the joke that went something like this:
Two men were trapped on an island of savages. The chief gives them a choice. You may undergo "snu snu" or you may die. The first man chooses snu snu. A large savage takes him and rapes him violently. Afterwards, the man is free to go. The second man decides he'll take death. The chief smiles and yells out "death by snu snu!"