Can't be much help to you as I've not used any other cradle than the Mercedes HFP and I don't have a Nokia phone, mine is Samsung. I can tell you that the HFP does not store numbers, but does display them, picking the info up from the phone.
Might be worth checking on www.comandonline.co.uk (Forum sponsors) website as I think they stock most Mercedes cradle options and also give a list of compatible phones for each of them.
Can't be much help to you as I've not used any other cradle than the Mercedes HFP and I don't have a Nokia phone, mine is Samsung. I can tell you that the HFP does not store numbers, but does display them, picking the info up from the phone.