I'm always very careful about giving antler because the ones that aren't fresh can crack and splinter. I've found those sold at stores tend can be less "fresh", especially since the popularity of antler as a type of chew has increased.
That being said, with supervision I haven't had too many problems. Some folks have had their dogs' teeth crack from chewing on "stale" antlers that were too hard, but I can't imagine these instances are any more common than injuries from other bones. The bleeding on his gums might just be from the grittier interior of the antler that is exposed on the cut end. If it looks like he actually cut himself, limit his chewing for a few days until it heals. Otherwise I wouldn't worry about it too much.