Nil- he normally doesn't unless you're hurt and he wants to make sure you stay put after he treats your wounds. If he does hold you, he's a big spoon kind of cuddler.
Avad- He loves to hold you, he loves being held, so it makes sense he would cuddle you whenever he got the chance to. He likes to hold you close to his chest at night, kiss your head and talk about anything that comes to either of your minds. If he has had a stressful day, he wants to be on your chest, listening to your heartbeat and talking about what was bothering him. He really doesn't care as long as you two are together.
Helis- He holds you to make sure you don't leave him at night, especially after hearing about the sun Prince's escape from Sunfall. You do have a sort of calming affect on him during the night time, allowing him to sleep peacefully through the night. He big spoons you with his chin on your head.
Erend- you two are a mess of legs and arms. He wants to be as close to you as possible seeing as so many people have left his life. He holds you whenever you two are in private. He will normally discuss his day with you with your face in his neck and his arms around your waist and back.