http://revach.net/article.php?id=4219

Section: Halacha   Category: Food
Chanukah: Don't Talk Just Light
The Piskei Teshuvos writes (672:6) that if on the second night of Chanukah one lights the Menorah and talks in between the lighting of the first and second candle, he may be required to recite the bracha on the Menorah over again even though the first candle is required while any additional ones are simply a hiddur mitzvah.  It is his opinion that this halacha is a machlokes between the Bais Yosef and the Pri Megadim.

This may explain the difference in minhagim as to when to recite "Haneiros Halalu."  The Mishna Berurah writes (676:8) that after lighting the first candle one begins to recite Haneiros Halalu while he finishes lighting the rest of the candles.  This would fit with the Pri Megadim who holds that one does not repeat the brachos if he talks after lighting the first candle before he finishes the rest.  However, according to the Bais Yosef, who holds that one must recite the brachos over again if he talks in between lighting the candles, then it would seem that one may not begin to recite Haneiros Halalu until he is finished lighting all the candles.