DD2 is 8 mo next week. We do peas and carrots as finger foods, and she has no problems with them. She also does whole blueberries and elbow macaroni. Again, with no problems (and judging by how fast she downs some things, I suspect she sometimes swallows things whole). I am about to try broccoli in a couple of days (also worried that it might make her too gassy).
Like PP's have said, I just plan on steaming them to get them as soft as possible, without having them turn to mush (which esp seems to happen with broccoli). I have sometimes used frozen, but you really have to cook those to get them soft enough, and honestly, if not for all the salt, I would be tempted to use canned because those are nice and soft.