you are right, it IS scary to think about our los choking on the food we give them! Wtihout knowing Gage and how big he is, if he is starting to look like he is chewing etc, its hard to know what to suggest. i can tell you though that this, like any other skill that you learn is going to involve some mild "risk" because thats how we all learn skills. (until Gage is given something that needs to be chewed, he really doesn't need to learn how to do it, KWIM?)
we started with cheerios as finger foods and worked our way up to foods that disolved quickly in my mouth (most of the baby biscuits and probably the Gerber Stars do), then rice cakes, then bits of banana and raisin. the biscuits are gummed by the babies so that they are a rather unpleasant mush as they finally put them in their mouths.
meanwhile, start adding lumps to his purees, cous cous is an easy way to do this, or well cooked lentils, etc.
we have just started giving ethan fruit that is in bits rather than purreed (mainly because it took me a while to realise that my old routine was getting kind of silly!
) and for ages now he has been able to take banana right out of the peel. when we started to notice that even with his gums (he now has 4 teeth) ethan could gum a bite off something (esp something his dad or i were eating) we started giving him strips of toast and quarter sized pieces of cheese.
i thik another thing that gave me the confidence to do this is the fact that i have good paediatric first aid skills and i feel blessed that my job requires them!!!
HTH! good luck!