"backwards" screw terminals?
[ This started out as a comment. ]

It's difficult for me to envision what kind of screw terminals you have in mind.  A sketch might help.

Screw terminals are used for connecting wire-to-board, or wire-to-wire.  Screw terminals are not normally used for rigidly connecting board-to-board (which is my understanding of "boards 'snap' together").

A rigid board-to-board connection  can be made by placing a right-angle male header on the edge of one board and right-angle female header on the edge of another boards.

This picture search may help you familiarize with terminology.



update:

I think, the terms similar to "dovetail [in this context]" are "alignment feature", or "alignment pin", or "alignment boss". Then again, if you want to make a purely mechanical connection, you could make a mounting bracket or a block.

I know one board that specifically uses screw terminals in a way similar to that the O.P. is describing: NI USB-6000 Series Prototyping Accessory.