Should I use snubber capacitors on the rectifier bridge?
I prefer to as they are inexpensive and almost certainly don’t make the sound any worse, and probably improve it. Use small types, ceramic or better and values of 0.022ufd are what I recommend. You connect them across each diode (or in the case of a bridge, across the terminals). Snubber capacitors are supposed to reduce the noise that the rectifier diodes make as they turn on and off.