The PencilSnap magnets attach to the magnets in the Twelve South SurfacePad for iPad Pro, Apple Smart Cover for iPad Pro, and Apple Smart Keyboard for iPad Pro. The magnets in these cases are along the lower 2/3 of the right (opening) edge, so if you're trying to stick the PencilSnap too high or too far to the left, it may not grab securely. Just adjust the position, and it will hold on nice and tight.
It's not holding securely. What's wrong?