This morning I decided to do some digging to see if its possible to nudge (shift+arrow key) in OmniGraffle as you can in Adobe products. It ends up it is possible if you setup your file correctly! The trick is to have your minor grid step 10% less than the major grid spacing and to turn off snap to grid.
Below is an example of the settings in OmniGraffle that will let you shift+arrow key to get the same nudge effect in OmniGraffle.
If you have any OmniGraffle questions, feel free to reach out to me on Twitter.