Take a ball peen hammer (of appropriate size of course) and place the round part into the male side of the snap. Place the whole thing on top a metal vise, anvil, or similar and give the flat part of the ball peen hammer a tap with another hammer. This will "stretch" the male part resulting in a tighter snap fit. Do not hit it with too much force or you will destroy the snap; you can always have a second or third go at it if necessary.
Another way is to slightly pinch the female side with a pair of pliers which will change the shape to a slightly oblong one. Do not deform it any more than necessary to tighten it up a bit.
Of course you could always bring it to a Shoemaker and have him replace the entire snap, or send it back to the maker and let them do it.
You could always get a scabbard holster that does not have any strap or snaps. I like those better because if they are of high quality they fit the gun so perfectly that retention is a result of the proper fit and not snaps or straps.
Chief38