Jesum,
you could certainly mint JWT tokens in Tyk, transparently to the user, after it authenticates the user with their auth0 token.
You would simply write a custom plugin that would generate a new JWT token and sign it with a shared key or private key that Snowflake will look for.
But this means that Auth0 is essentially just authentication layer. Not sure why Snowflake has the 1 scope limitation, but you can consider this approach.