J.M.
NO MORE PEROXIDE! It's a good disinfectant, but it actually slows down the healing process. I'm with Victoria... Put some triple antibiotic (Love that stuff!) and a band-aid on it, and leave it alone. When it's healed enough to keep germs out on it's own, and not so sensitive any more, take the band-aid off and let it heal in the air.
If you have to, buy a small latex glove, cut off the pinky finger, and tape that over the bandage to keep him from picking at it, and to help keep it clean.
The doctor won't really do much more than that unless it needs stitches.