Did they leverage this to their advantage, i.e. forcing the Finns to attack/fight where otherwise they may not have. Are thee examples of Sweden and Switzerland being effected forcing them to consent to certain policies or exchanges or where they immune?
Yes and no.
Sweden had a treaty with Britain and Germany ready at the outbreak of war to allow a certain number of ships through the British blockade and through the German minefields in the North Sea and Dogger's Banks. In theory, the Germans could strangle this trade after they had captured Norway in June 1940, but there were several other factors.
Germany purchased about 10 million tons of Swedish iron ore. While they were not as dependent on it after they had captured the French and Belgian mines in Summer 1940, it was still a major boon to German steel production, as Swedish ore was high in iron content, pure and suited for making high-quality steel through the Bessemer process.
Sweden was also dependent on German coal and coke for its own steel production and power generation.
The whole trading business was thus a back and forth, where both sides needed each other. Sweden generally held a strong advantage though - Arne Beurling had broken the German landbound codes and the Geheimschreiber and the Swedes could often read the instructions the Germans sent to their legation and trade negotiatiors and knew beforehand what their highest and lowest acceptable levels were.
Sweden did have an effective rationing system and large strategic reserves of raw materials - from October 1944 until the end of the war, Sweden was cut off from trade as they stopped exporting iron ore to Germany (at Allied insistance) and was able to live on its reserves.
Sweden also fronted for grain shipments to Finland that Germany was to provide when the ice situation in the Baltic was unsuitable for shipment.
Bottom line - while the Germans had som leverage, so did the Swedes, and the whole thing was a see-saw back and forth as the war progressed.
During the Winter War Nazi-Germany didn't allow supply transports to Finland through the regions they controlled.
Current consensus among local Finnish historians seems to be more or less favoring the interpretation that we were willing allies with the Nazis by the Anti-Comintern Pact from 1941 and major participants in Operation Barbarossa. Nazi-Germany gave war aid to Finland as an ally, so you could say that they controlled the food supply entering Finland totally and completely and de facto saved Finland from famine.
Reality was that we were at war with Russia and by that we were at war against The Allied forces.
Finland never really asked for any aid from the West, because Mannerheim deemed any possible aid coming from the West as unrealistic, that it would come too late if at all.