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.
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].