Escaping from handcuffs is a common stunt performed by magicians, perhaps most famously Harry Houdini. There are ways of escaping from handcuffs: 1) squeezing your hands out, 2) lock picking, 3) releasing the pawl with a shim. The above methods are often used in escapology (the practice of escaping from restraints or other traps).
Ideally fur-covered, are not essential, however they do add a certain element to the scene. As with most things, you get what you pay for; some of the cheap furry handcuffs will break very easily. And you should choose furry handcuffs that have a safety mechanism; a small clip, which when positioned correctly prevents the handcuffs from tightening, should the sub struggle during play.