we've never had much choking which is good, i suppose it might be because a lot of the finger food she has goes quite mushy eg: rice cakes, cornflakes, branflakes, toast, baby biscuits, banana. i started anwen at around 6 or 7 months with things every now and then, it started by me giving her bits of food and just posting them straight into her mouth, at that age as she could hold things but wasn't very good at keeping hold of them while she chewed on them!
now she has raisins, apple, crackers, cheese on toast, ham cheese.....anything really!! dd still has no teeth but chews on things really well, even the raw apple so don't worry about that being an issue!