In this study, we developed and evaluated a highly efficient method for protecting magnesium melts by cooling and shielding the magnesium melt with carbon dioxide (CO2) snow using a newly modified technique to achieve denser CO2 snow than competing methods. Experiments, using a replicate CO2 snow nozzle in Bach's study, were conducted for protection of the AZ91D alloy and pure magnesium in a 3-kg furnace to identify the protectiveness. The issue of CO2 consumption was immediately apparent at the beginning of the phase-two tests using two Bach's nozzles. Hence, the modified denser CO2 snow nozzle was designed and optimized to generate more dry ice. The optimized trigger mode to improve the efficiency of the dry ice manipulation was also proposed. Finally, a specialized pilot run of the protective system with the proposed denser CO2 snow technique for a 200-kg melting furnace was developed and tested. This system had an excellent performance with a low CO2 consumption of 1.2 kg/h for the AM60 magnesium alloy and demonstrated a quite low running cost of 0.55 USD/h compared with a non-denser CO2 snow system. The proposed modified snow nozzle presents three major advantages: an improved cooling efficiency by almost 10 times, a longer lifetime for the solenoid valve, and a reduced need for furnace maintenance as a result of the sulfur-free operation.