I personally feel the best way to explore textures is to let baby feed himself. Finger foods is the best way to do this, but even letting him get his hands into a bowl of lumpy food and play with it, and maybe put it in his own mouth is a good way to try too. I think babies learn to handle texture better when they are allowed to experiment and have control, and try it at their own pace.
With his purees, do you make them? If you make purees with a hand blender then you have a lot of control over the consistency, so you can try experimenting with different consistencies to see what he likes.
But overall I think letting him keep trying finger foods will be the best way. 8mos is still pretty early, I think you will find he gets the hang of it soon.