My advice would be to tell you friend that using Snapchat to talk is going to look far worse than if you simply message and leave the messages in your phone. That way when his gf inevitably finds out, she can see the conversation and know what was discussed.

More importantly, advise him to talk to his GF. Make it clear to her that you are an important friend that he will be talking to occasionally. And that she either needs to accept it or not.

Your responsibility is to your friend. So advise him to be above board and to communicate in his relationship with his gf. Tell him that she will find out otherwise and it will either destroy his relationship with her or she will demand he cut you off. But if he doesn't want to, it isn't your problem here.