All I can say is I couldn’t imagine playing Dante on a 360 pad. I used a PS3 at home but I bought a converter for XBox. On a PS3/PS2 pad it still takes practice but I can do it every time now, so maybe if you don’t wanna fully switch away from pads, you can try a PS2 pad with a converter.
I play Dante on PS3 pad, and for my bold cancels I use light and special. I used to use heavy like you, but I trained myself to use light because I figured it would be better in the long run.
Oddly enough, I can’t imagine plying Marvel with anything but a 360 pad now. I got too used to the control stick and now I’m pretty good with it. :lol
I even tried playing with an actual d-pad recently thinking “oh this will be so much better” except it wasn’t. By a lot. 
Im the same way, when I tried a PS3 pad I couldn’t pull off dp motion consistently.
This feels like playing smash bros on an arcade stick. How the hell does half this stuff work?
Also random thread necro because Nova/Frank/Doom just ain’t cutting it for me any more. I’ve been tooling around for a little while in training mode, and I’m finding that the easiest way to get bold canceled stuff is just buffering - do the input before the bold cancel comes out. Unfortunately, I somehow doubt that I’ll be able to play this character by… um… Saturday…
Bold cancels are sooo difficult on pad.