Snap individual vertex of the selection to closest vertex I want each individual vertex of my selection to snap to the closest unselected ones, so they superpose each other.

Im aware of the vertex snapping utility along the "closest" mode but it only work on "one" vertex, and thus will move the entire selection.

I could do it by hand but it would become tiresome with hundred of vertices.

Precision: I'd like it to work in UV editor too.

I hope I'm clear, Thank you.
If you don't mind if the extra vertices are removed, you can use remove doubles and in the tool settings (F6), set the merge distance to something higher (probably in the range of .01 and .1). This will merge close vertices that are closer than a the merge distance.