Nature suggests that exploiting the elasticities and natural dynamics of robotic systems could increase their locomotion efficiency. Prior work on elastic snake robots supports this hypothesis, but has not fully exploited the nonlinear dynamic behavior of the systems. Recent advances in eigenmanifold theory enable a better characterization of the natural dynamics in complex nonlinear systems. This letter investigates if and how the nonlinear natural dynamics of a kinematic elastic snake robot can be used to design efficient gaits. Two types of gaits based on natural dynamics are presented and compared to a state-of-the-art approach using dynamics simulations. The results reveal that a gait generated by switching between two nonlinear normal modes does not improve the locomotion efficiency of the robot. In contrast, gaits based on non-brake periodic trajectories (non-brake orbits) are perfectly efficient in the energy-conservative case. Further simulations with friction reveal that, in a more realistic scenario, non-brake orbit gaits achieve higher efficiency compared to the baseline gait on the rigid system. Overall, the investigation offers promising insights into the design of gaits based on natural dynamics, fostering further research.