Personally, I no longer do this, although I did in the first few months after diagnosis as otherwise I would drop low. Back then, I didn't know enough about things to adjust my lantus properly, but now I'm much more in tune with things. You shouldn't need to have a snack if your lantus is set at the correct dose - levels should not vary more than 2 mmol/l overnight, normally dropping to their lowest around 3 am (so often a good idea to set an alarm to test at this time to check what happens overnight with you).
I'm very lucky in that my levels are very stable overnight - for example, last night I went to bed on 5.2 mmol/l and woke this morning on 4.9 mmol/l. I've also reduced my lantus by a whacking 95% since I was diagnosed - if I was to take the 20 units I was taking back then now I probably wouldn't wake up! 😱
In terms of snacks, I used to find that a slice of bread and peanut butter was good, as it is very slow-release overnight.