Hi and welcome
I'm really not sure i can help as i am in exactly the same situation lol
My leo puppy is doing the nipping thing and he just will not give up , he thinks its ok to pull the fur from the underneath of my retriever and also my leonberger girl ( they are not thrilled about it at all bless them )
I also started with a firm NO , which has now progressed to a slight tap & moving him away .
Still even after that he just shouts at me with a miffed kind of growly bark & the whole cycle starts again .
Just keep ontop of your pup he/she will learn in time that you are the leader ( says me giving advice and thinking to myself geez when will he realise im the leader lol
)
I forgot to ask how old is your Leo and if you have pics then please post them .