Your second and third examples are fine. The first sounds weird because when "sneak peek" is used, "peek" is generally a noun and "sneak" is an adjective. For example, "to get a sneak peek at a movie" is fine because "get" is the verb here. But "don't sneak peek" doesn't have a verb, so it sounds weird. You could say "don't sneak a peek" (sneak becoming the verb) but "don't peek" is usually enough.

In the first sentence, I would just use "peek". The expression "sneak peek" or "sneak preview" is often used in a very specific meaning: https://dictionary.cambridge.org/dictionary/english/sneak-peek

- I have a surprise for you. Close your eyes. Don't sneak. - Are you peeking at me through my window? (if it's your window, how's the person peeking at you from it?) It would make sense if it was in the past and you were far from your window so for example, were you peeking at me from through/from my window? - She was peeking at my phone screen. A sneak peek is when you need to show someone something visual/cinematic. Come I'll show you a sneak peak. Hope that helps!