There are so many finger foods (Annabel Karmel has a book on them but not got round to buying it yet!). I make DS pancakes, fish fingers (hubby eats most of the breadcrumbs off them), veggies, lups of cheese or BabyBels sometimes (although cheese is salty so don't give it too often), slices of bread/toast cut into half or quarter etc. It's amazing how well they manage to eat things themself.
Also, in the UK you can buy Organix finger foods (they look like packets of crisps but they are not full of junk!. DS loves the sweetcorn rings and the rice cakes). The other day I dropped a bit of Weetabix (a little lumpy bit) onto his tray by accident and he picked it up and ate it, so I sometimes put food like that onto his tray and he loves it! If you do, make sure you clean the tray straight after as Weetabix sticks like cement once dry!!!