If you want to get a Sneasel with both egg moves, find a Pokemon that has the same egg group as the Sneasel which is a male that has your egg moves that you want, and then breed them together. The Sneasel must be a male so as to breed with the female Pokemon. You should be able to get a Sneasel with the egg moves you want on the very 1st Egg. If not you are doing something wrong.
But if the female Pokemon only has 1 egg move (for e.g. A swinub/glaceon has only ice shard) that you desire to have, then find another Female same egg group Pokemon that has the other egg moves (Ice Punch) that is in the same egg group
If I made it confusing, then go here
MIGHT EDIT IN MORE STAYED TUNED
Sadly, there are no Pokemon that can learn Ice Punch via levelling up that is in the same egg group as Sneasel. So it could be hard to breed a Sneasel for Ice Punch. HOWEVER, in Pokemon Omega Ruby & Alpha Sapphire, you can learn Ice Punch via Tutoring, which I think might be the Battle Frontier.
You are doing it correctly trying to get a Ice Shard egg move for your Sneasel. After you get your Almost perfect Pokemon which does not have the Ice Punch, get it tutored.
Hope I helped, if not slap me in the face. XD