I love the talons you used on mine :>

Bad ass and mean looking too heheh....though I totally know what you mean for them being such a pain.

I've tried three different types of clay. Nothing is working for me.

sculpey works ok -- score the bottom of the claws, use e6000, apply pressure as the glue dries. trim the fur down before gluing. if they're glued -on top- of the fur they're going to eventually pull off from extensive use, can't quite help that, but if they're glued into the fur through a slit or something, will probably stay put longer. i put my claws on the very top of the tip of the finger rather than sticking them on the tip itself, if that makes sense.
model magic is not so great, the tooldip chips off and they crumble. :X

Sculpey is the first thing I tried, and got complaints of it breaking. So I give up.
I actually usually put the claws inside the seam at the finger tip so it is glued to the backing instead of fur.

The claws on my suit are foam.
Maybe you could get some tips from that's who did them...
They look cute, are light to the point I can't feel them, and I assume pretty easy to make,..