If you snag your pullover, it's caught in something eg. a doorhandle. You can say it hit a snag too. If it happens too often, it will be full of snags. And there are all the figurative meanings eg. the one you mention.
An iron maiden is like a box in that it's rigid and you can open/close it, but it's in the shape of a human body. This is sort of like clothes in which you cannot move.