Resources and money for the most part. Also certain parts are simply hard to get ahold of, since they're export controlled, hard to produce and carefully watched. Knowledge alone is slowly becoming less and less of a barrier as time goes on and hasn't been so much of a serious mechanism to hold back a determined group with enough resources from doing some types of programs for awhile now.
It isn't that there aren't still dangerous secrets in the nuclear realm, but it's that the parts that are secret are more about how to make a really "good" bomb, or produce materially really efficiently. But the reality is that a group that doesn't really care about making good bombs or being particularly efficient isn't going to need as much secret knowledge as most people think.
To sum up, it really depends on what you mean by dangerous. They have nuclear weapons. That's pretty dangerous. But they don't have a large stockpile of well designed weapons, so no one is taking them too seriously and they're not what most people would consider a "nuclear power" because if they even tried to play with someone who was, they'd be so quickly outmatched they're extremely unlikely to do anything with them right now.
At least. So long as we live in an environment where if a nuclear bomb goes off, we're likely to know where it came from. The moment proliferation moves past that point is the moment we begin to have some real sticky issues and we are likely to have a problem.
In my mind, that's the scary scenario and it's why the world does a lot of work to limit the number of different parties that stores these types of weapons and has access to this type of technology.