If you really want to get down into the details it's far more likely that a Sphinx, if they were to play a guitar at all, would play a classic/Spanish guitar as apposed to a regular acoustic.
The neck is wider for easier access to individual strings. The strings are nylon rather than steel, which I imagine would be easier and less abrasive to pluck with claws or claw sheaths. The type of music played on a classical guitar trends towards picking and tapping rather than strumming, so lesser need to articulate cords. This still leaves the problem of an overhanded grasp of the neck... Perhaps a triangle/combat slings, like used for rifles would help out here?
Though... I guess you could always just play a steel guitar. :)
