Can you give more details about your trap? What size was the leg snare?
It was long time ago, when my father used to breed show budgies and he always had weasel trouble, so my measurements may not be accurate but I'm pretty sure it was like this.
A wooden box, with no bottom on it; about 8x8inches and about six inches high.
It had a round hole drilled into one side about 1-2 inches in diameter.
On the side away from the hole (inside the box) were half a dozen small nails that he would attach a blood soaked rag to. I'm not sure what kind of blood but I had to cycle to the butchers to get it in a old milk pint bottle. It could have been pig blood for making black puddings.
The leg trap was only about 5 inches long and the actually 'teeth' of the trap we probably half that size, it had a small plate in the middle which triggered the trap. He attached the trap by a small chain to one of the nails in the box. The trap wasn't strong, it could clamp on my hand without causing pain - a bit of a shock but not painful. This picture is similar but I think it only had a spring at one side not both.
He'd put the trap with the teeth in the middle of the box and leave it overnight inside the shed but not inside the birds enclosure, after smearing the whole in thing in blood. In the morning the weasel would be trapped not by the leg but usually across the body killing it.
I searched on the internet for 'weasel cubbyhole' and couldn't find a single mention so perhaps it's something he'd thought up himself or cubbyhole is a UK term for this type of trap.
Weasels in the UK are very small - only about twice as long as a mouse and no thicker around than a house mouse. They seem to go into a killing frenzy, as you described, without actually eating much of what they kill.
I hope this helps you