Yeah, the tough boys can be real wimps. Titan cut himself on something the other day (on what, I don't know...) and he's the bully of the bunch. I used something other than peroxide or saline, a wet nap that has some disinfecting agent in it (name escapes me at the moment and it wasn't rubbing alcohol) that I fished out of my first aid kit at home and Titan didn't like it too much, probably due to the way I was applying it, and fought pretty good to escape.
Snickers on the other hand a few months back after he and Titan got into a nice little scrap was pretty good, he sat there (albeit he made a little noise) and let me clean up his wound and then he was off playing again.
Make sure you always have treats around, that's for sure. I find that giving them a treat while treating the cut/etc. helps them stay quiet.