What a frightening thing to happen! Like with all new experiences, learning how to successfully bite, chew and swallow finger foods will take ds a bit of practice to master, and sometimes it doesn't go according to plan (like gagging or even choking) but you did exactly the right thing by sitting there with him as he ate, and stepping in to help him when it went wrong!
What I would say is that he's got to master lumpy bits at some point, and that the safest way to do this is to let him feed them to himself, so that he is in control of what he puts in his mouth rather than someone else putting lumpy bits in for him! What you have to do is be on hand in case anything does go wrong again, but avoid anxiously watching for it, because they're pretty observant these los, and he'll spot your worry and may even react to it by worrying himself, which you don't want!
A couple of things that might help you to relax...
...start with finger foods that dissolve easily in the mouth, my first post in the Finger Foods for Young Babies thread in Recipes has some suggestions, but also soggy cereals such as shreddies, cheerios, miniwheats, cornflakes can be good too!
...attend a basic first aid for children course in your local area, I think the St John's Ambulance run them, or even your local health visiting service might, this will give you the confidence to deal with it should it happen again!
...eat with him, that way he'll watch what you do and learn it quicker than if he eats at a special time on his own.
Others will have more ideas, but hope this is a start point?
Ax