I am doing BLW but the finger foods my DD likes best are roasted veg (squash, sweet potato, aubergine), broccoli sticks and soft fruit especially pear and nectarine. We started at 6 months. She needs a bit of help to pick up slippery fruit but copes with the veg very well on her own.
We're also doing BLW and at around 6-6 1/2 months I started giving DD rice cakes, bread, pieces of soft fruits etc. Now, at almost 8 mo she has a pasta bolognese and eats it faster than my 7 yo son!Just make sure you don't give anything too hard they can't mush up with their gums.