How old is he? Is he a baby?
Here's a thread with lots of diff ideas on nail cutting.
http://www.hedgehogcentral.com/forums/viewtopic.php?f=2&t=1764&p=14156&hilit=nail+cutting#p14156
If he's still a baby (7weeks or so) then when you take him out for bonding time, he "should" eventually fall asleep in your lap. Use this time to start playing with his feet. I did that when I first got my boy, because he'd pass out completely on his side and he wouldn't wake up no matter what I did, so I used that time to cut all his nails.
It's harder to do it now, but he's still pretty decent about it.
As for bonding, they will huff and puff for many MANY months. I've had my guy since Nov, and he still huffs and puffs. I pick him up out of his cage by picking up his entire fleece bed, and then unwrapping him. Less stressful on both our ends. Once he's out, he just sleeps in my lap.
Positive reinforcement is also key. Always have some treats handy. During bonding time, every so often, bug him a little, stroke his back(with or without the fleece layers as suggested above) and when he relaxes to it and his quills are down, even if he's still huffing, give him a treat. And then slowly, play/interact with him until he stops huffing and his quills are down, and then give him a treat. Keep these sessions relatively short, because you don't want to stress him out. Once he's done with the treat, cover him up with the fleece again and just let him chill in your lap. Also, it would be best not to hand feed, as he might think your finger is part of the treats and might end up nibbling even when there is no treat.
(This is what I usually do with my boy, I'd like to think it's helped :lol: But, it makes sense in my mind)