Your fear is totally understandable. I have been giving my LO finger foods since about 7 months. I started with puffed Gerber stuff (wagon wheels, puffed cereal) because they get so mushy there really is not fear of choking. Very shortly after though, we started on diced things like banana, avocado, cooked carrots, peas, green beans. Now at 9 months he eats everything - oh, and did I mention he has no teeth! The key for us is to dice it into nice, small bits (cheerio size) and don't give it to him all at once (he likes to shovel it in by the fistful). For lunch today I diced up grilled cheese sandwich and peaches - I never would have done that for DS1 at 9 months, but this one loves the variety he gets!
IMO, most choking/gagging comes when the pieces are just too big.
