To huff means 'to blow'. See the engraving, where the player right fled into a rage over the loss of his piece; his opponent smirkingly blows against the piece he has taken. The title of the engraving contains a pun: the French word dame meant both 'singleton in draughts' and 'woman'. I don't know the origin of the queer practice of huffing.

French 18th c. engraving called "La dame soufflée" (The huffed dame). The man looses a second dame at the same time: his daughter flees with her lover, the coach is waiting (right)

 There were two other strange practices. The first was what was called porter la hotte in France in the 18th c.: anyone loosing a game without having reached the promotion row had to scrape his nails across the underside of the board. The second 18th c. practice: if your opponent allowed you to take back a wrong move, you had to kiss the piece in question. By the way, in the 17th c. English chess players did something similar: if you made a capture against the rules, you had to kiss the bottom of the offending piece [Stoep 2005:69].