All these expressions are fine. As a native Latin American Spanish speaker, I would say “después de coger” like @latbear4blk suggests, instead of “tener sexo”, which sounds a bit bookish to me. BTW, a Spaniard would say “follar” instead of “coger”.
Now, having noted all that, I would spontaneously say “¿nos quedamos acurrucaditos un rato después de coger?”