Hi. Yes, the nails do have a quick. If you look very closely you will be able to see it, though it can be hard to see on such little animals. Sometimes it helps to hold the leg up to a light indoors or to do it in the sun outside so that you can visualize the quick best. It isn't overly harmful if you do cut into the quick slightly. It may bleed for a while, but generally healthy tortoises suffer no ill effects. I have used Kwik-Stop on tortoises whose nails were cut a bit too short, and it works fine. This is a product sold in pet shops to be used on dogs' nails for the same purpose.
The little guy should wear its nails down through walking about in his world. It certainly won't hurt to give him some hard substrate on which to do so. Sand is not good as the animal may accidentally eat it and get an impacted gut. Using larger rocks as you mentioned is preferable.