If I'm not mistaken, Lecter has a extraordinary sense of smell. The man loves blood and knows a lot about it which would include knowing it's smell much more than the average person. So he most likely simply could smell it and is just part of the joys of talking with the man

You know, just Lecter being Lecter. Always playing games and and that is just part of it. He straddles the line of messing with Clarice and simple conversation from sentence to sentence.

He was most likely not telling the truth about the "what did Miggs say to you?" bit too. Probably thought it rude to say "me too." Would be kind of jarring.