To do tofu as a finger food, just cut it into bite size chunks. If it's too slippery, you can always coat it. I liked to use dry baby cereal, wheat germ, or crushed cheerios. Wheat germ is also a good source of fat. If beans are okay for her to eat, those are a great source of protein and a good finger food too. Just make sure they're nice and soft and give them a squish so they're easier to pick up and chew.
If she's still taking formula or breastmilk fine, I wouldn't lose too much sleep about her fat and protein intake yet. Of course, it's important to offer healthy foods and strive for a balanced diet, but the bulk of her nutrition is still coming from formula or breastmilk for now. Once she's weaned from those, she should be old enough to start eggs and seeds, so a whole world of other foods will open up.