Boil them for about 20-30 minutes or so, take them out of the water to cool a little and the insides should pop right out, maybe use a butter knive or other dull thin tool to help it along.
If it's too difficult toss them back in the water and boil them some more.
Sorry it's been a long time since I've done this but I do remember the longer they "cooked" the easier they were to clean out.
But you do want to give the dew claw itself time to cool they tear pretty easily if you start working with them too soon after removing from the water.
Just reread your post and noticed you were talking about seeing them used while still attached to the skin, I've only ever used them after detaching them from the skin, and would just drill a small hole in the end to hang off of a fringe or the like. You might also try boiling the hooves if you still have them to see how they clean up too, I never thought to do it before, but I'll have to try it one day