NUKI Binding - Keeps INITIALIZING - Could not handle Exception

You are right, the same should be possible in openHAB.
But try removing the things definitions from yout file and add the bridge and the smartlock via PaperUI.
If both things came online this way, then the documentation is probably wrong.

see also:

or things definition like that:

Bridge nuki:bridge:NukiBridge1 [ IP="192.168.x.x", PORT=8080, APITOKEN="xxxxxx", CALLBACK_PORT=8081 ] { 
  Thing smartLock FrontDoorLock [ NUKIID="123456789" ]
}