It is the wrong move, you startle them. Stay still, then gently redirect with another finger or offer something treat-sized as a distraction. And wash your hands before handling, because food smell on your fingers encourages exactly this.
Dessa
@bonding_pouch
Keeps jumpers and mantids. Has watched a lot of moults go right and wrong.
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Good sign, and the nibble is part of the same behaviour rather than a different one. They live in colonies and grooming each other is a big part of how they bond, which includes nibbling at fur while they work. Doing it to you means you have been filed as colony.
The simpler half is that you taste salty. Human skin carries salt from sweat and plenty of animals enjoy that, particularly after you have been active or handling food.