We had the same issue with my daughter. She's now 7.5 months and feeds 90% of her food to herself -we don't do pure baby led weaning, as I prepare special food for her, but I suppose we've ended up doing a version of it. I am at the point of giving up on purees. She doesn't choke at all now, but I sit by her and watch closely and kae sure she sips some water from a beaker if she looks like she might choke or bits off a scarily big piece.
I'd strongly recommend a book by Jenny Maziels (Finger Food for Babies and Toddlers), which is full of healthy finger food recipes for babies and toddlers. Apart from obvious things like pieces of well cooked veg, avacado, soft fruits (melon, peach, fig) etc. you can try things like well cooked frittata, polenta fingers, cheese straws, mini pizzas (home made bases so no salt)... She also manages things like flakes of salmon and smoked mackerel. Her diet is far healthier than mine now!
I am really loving sharing food with my daughter, and I hope you find a way forward. Good luck!