Why are "heavier" particles harder to detect than "lighter" ones?

They are harder to detect for mainly two reasons:

First, because they decay very quickly into lighter particles. Infact the heaviest elementary particle we know of ( top quark ) decay's so rapidly it is theoretically and technically impossible to measure it in any other way than indirectly through its decay products.

This poses another problem as to what statistical and theoretical basis one can with some certainty claim detection of such particles.

Another problem is that of production, since they have more mass, they require much more energy to produce, thus larger and more expensive accelerators.

Hawking's phrase "seen in any experiments" really means the following. First you have to produce the heavy particle. Ordinary matter, consisting of electrons, protons and neutrons (the latter two themselves bound states of quarks), does not contain these new heavy particles, so they must be produced in high-energy collisions. By Einstein's famous formula $E=mc^2$, the production of very heavy particles (say with mass in the $TeV/c^2$ range) requires energies of order a $TeV$. Hence the LHC. Then there is the separate problem of detecting the particles once you have produced them. Your expectation that particles with more mass interact more strongly with other particles is true for gravity, but it is not true for the strong, weak or electromagnetic interactions which are relevant for the detection of elementary particles (the gravitational interaction is much too weak for these purposes). The strength of electromagnetic interactions depends on the electric charge and there are analogous "charges" for the weak and strong interactions. Detecting the particles is extremely complicated and depends on their mass, their lifetime, whether they have strong, weak or electromagnetic interactions or not, and what kinds of Standard Model background effects might have the same experimental signal as the particle you are trying to detect. This link from the LHC website has some information about particle detectors: http://public.web.cern.ch/public/en/LHC/LHCExperiments-en.html