If you have a 3D printer, you can print the claw in one piece and skip this step. Else, you could assemble the claw as slices.
Apply hot-glue between each one of the slices.
An arm is comprised of two arm posts, two compression springs, and an elbow. As mentioned previously, you can do some substitutions here with DIY paperclip springs or stiff wire.
Use a good coating of hot-glue to hold the spring to the post. Grab another spring and post - repeat.
If you're using 3D printed parts and plan to hook-up servos to the arms... you'll need to make sure that you align the tiny guide-wire holes.
Then, glue-up the elbow to the springs just like you did with the arm posts.