We deploy the snub line after the anchor is set. We hook it into the chain, then using the windlass, we let out more chain until we have a nice loop in the chain and no pressure ever comes on the chain to boat connection. It looks as though your roller would accommodate both the chain and snub line, so hook the chain hook on the chain and allow it to go over the roller, keeping the line in a firm grip, so it will not fall off until the line is tight and there is enough chain weight to take over from you. Many we see do not use enough snub line and it looks as though they have it there only in case the chain breaks at the roller. You need a pretty long snub line (about 1/2 the depth of the water) if you really want to relieve the shock on the chain. Also, most important; it must be nylon, repeat nylon for stretch, and three strand is the best for the job.
Your bob stay should be able to handle any pressure the snub puts on it; if it doesn't, then better it breaks at anchor, rather than underway and you lose your rig.