sorry I was too quick in posting the problem. I missed from other examples I looked at that one should define the ColumnNames as a c++ vector. I was calling Snapshot like this:
rdf.Snapshot('tree', 'file.root', ['my_var'])
As it was suggested in the jira ticket opened follwing the mentioned forum post, and using such a list does not work. Using a previously defined ROOT.vector(‘string’) fixes the issue.