Clipping nails was the thing that scared me the most. Unless they are really bad, like curling under, you may want to wait a bit. He's got a lot of stressful stuff going on - you're still bonding, his feet hurt & he doesn't have his wheel.
There are a few different ways to cut the nails & you just have to find one that you are both comfortable with. The bath Larry mentioned works gret for alot of hedgies.
I found that with my Zoey, when I get her for cuddle time, she will be in a ball, I'll give her a mealie & she will start to un ball a bit. She will pop out 1 leg & then lay there looking at me. Discovered for her, that was the perfect time to do a nail or two.
You'll find something that works.