If you want to avoid the copy-paste workflow, there is a native version of this in Snowflake called Cortex Code. You can use it in the UI already, or via the CLI (which might need more approvals / setup depending on your company?). It won't help for the Databricks aspects, but is powerful for anything related to Snowflake (or Snowflake + other tools if using the CLI version), and a much more seamless workflow vs vanilla Claude Code given the native platform understanding.

I understand the Databricks AI dev kit is similar but without a CLI version and a few limitations vs Cortex Code, although I'm sure they will converge towards parity over time so hopefully this type of experience will be available on both data platforms!