Genji
Genji is rather reserved when it comes to cuddling, but once you talk him into it, he complies and allows you to lay in his arms, protecting you. He may be self conscious, but he tries to get over it for the sake of you.
McCree
Jesse is a snuggle type of guy, so he loves when you lay on his chest, his arms wrapped around you lovingly. He constantly kisses your head and softly caresses your body.
Reaper
Although it's quiet rare, Gabe likes to cuddle occasionally. Though he is hesitant to cuddle with you because of his lack of experience, and afraid of hurting you, you both end up hugging intimately.
Soldier 76
Jack loves to keep you close, so of course you'd be in his arms, head resting on his chest. His hands would be roaming your body, and occasionally he'd kiss your head.
Hanzo
Hanzo is a quiet person, so he's not one to use words to express his feelings. He'll let you lay on his chest, his breath the only thing you hear from him. Hanzo will trace his finger and hands on your body, sometimes running his fingers through your hair.
Junkrat
Although Jamie isn't one to cuddle, when he does, he can't sit still. His body will be over yours, his hands roaming your skin. His rough lips constantly kiss you, his mouth in a grin.
Sigma
Much like his hugs, cuddles are quite rare with Siebren. However, when he does cuddle, he likes to float with you, pulling you into his arms while you snuggle in the air.
Baptiste
Cuddles are a daily occurrence with Baptiste. If you're not busy with work, he'll pull you into a snuggle. Caution, though! Tickle fights are very common.