I just beat Olympia, meaning I no longer need an answer to this question, so I'm answering this myself. Could be helpful to someone else in the future though, so I might as well write an actual answer.
Sneasel isn't very good in a Nuzlocke. It has excellent Speed and solid Attack, and you can use it if you have no other options, but it's too frail. It can't evolve until the postgame, and there are so many other Ice types around the place where it can be found. It's outclassed by Mamoswine and Beartic in terms physical Ice type attackers, and Sharpedo, Pangoro, Absol, Bisharp, Scrafty, etc., etc. in terms of physical Dark types. Weavile is excellent if you can get it, but that involves trading over a Razor Claw, so you're generally going to be stuck with Sneasel. If Sneasel doesn't OHKO an opponent, and the opponent has a super effective move, then Sneasel is probably dead.
It works in a regular playthrough, but then, almost anything does. Even in regular playthroughs, it's obtained very late, and should not be your first choice for a Dark or Ice type.