I believe the professional recommendation is milk first and then solids. However, if I had followed that my babies would never have started solids. When I started out I did solids first and then milk. They still seemed to take a really good milk feed, so I wasn't worried. Maybe you want to give half the usual milk first, then solids, then the remaining milk. I feed from one side, do solids, then feed from the other side. It helps us out.
I have always found the following to be good foods for helping with texture issues: oatmeal, cottage cheese and avocado. They have some substance but are sort of disguised like a puree if mashed or watery enough.