You CANNOT add a snippet within a segmentation. You either have to Segment the snippet when you create it, or do your Option A.
You can't do a dynamic segmentation and then add a snippet to that segmentation. Its not possible.
While Juli is partially correct in this answer, you can still use a snippet in Dynamic segmentation.
Your snippet will now filter into all of your dynamic segments in your email. I use this on a daily basis and it will work. Biggest key is that your segmentation MUST be the same on both sides, the snippet and the email.
I hope this is not too late and you can implement this into your process.