Yep all of the above posters are totally right: teeth are not necessary for chewing finger foods. I buy Baby mum-mums for my DD, started giving them to her at 6 months with no teeth yet, and I give her half of one to hold and eat. Those are particularly good first finger foods because even in the worst case where she puts it all in her mouth... they dissolve *so quickly* with saliva, that they would just melt in her mouth and not cause a problem. Have you tried eating one to see? They rock because of that.
DD now has one tooth, and yet we do toast every morning, half of a banana that she holds in her hand, finger sized steamed veggies and fruits. As long as it's soft, they're ok. I try to give her long strips of foods that she can bite off pieces, but if I cut anything up, I just make sure that it's small enough to pass through if she does stuff it to the back of her mouth.
Babies generally have sensitive gag reflexes, so if they put something down that they can't easily pass, they will spit it back up. That happened with my DD - got too much carrot in her mouth, coughed a bit and then vomitted it back up. As long as you are sitting right there and know what to do if needed, then you are fine.
Jana