Learning to eat is a gradual process and many of them won't get the hang of it in just a week so two.
Milk provides virtually all the nutrition they need for a good while yet, so don't worry about the quantities that they're eating or not.
Weaning IS messy. Go with it, let them have fun and explore their food. Don't worry if more food gets flung around or smeared on faces than eaten to begin with, it's all part of the learning process and it won't last for ever I promise.
When you give finger food, give them large chunks of soft food like half a banana, cooked butternut squash etc. They don't yet have the dexterity to pick up smaller items like grapes, and even if they do they can't get it out of their fists to eat it. The chunks need to be large enough so that when they pick it up there is plenty poking out of their fists to chew on.
Sit them upright when they are eating - don't let them eat in a reclined position as this is a choking hazard, so no feeding in bouncy chairs or car seats.
Above all, chill out, don't force the issue, definitely don't try to jam spoonfulls of food in their mouths that they don't want. Let them explore their food, let them make a mess and let them decide when to start eating it 