Fakeblondie, I think your concerns are totally normal.
If it helps at all, my DS seems to gag at every meal (gagging, of course, being very different to choking. Gagging good, choking bad is my mantra! Sometimes he's looked as if he's gagging but suddenly the food has disappeared and, presumably, destined for tomorrow's nappy.)
You'll see from my posts that I'm far from being a laid back parent, but I figure there'd be as many gagging and choking incidents with spoonfeeding...at least I get this impression from my sisters who weaned the usual way.
Also, remember that parents are advised to offer finger foods from the start of weaning, so you're not offering anything "dangerous".
My sis tells me she was CM for a girl who was, essentially, weaned on endless bread (this was long ago) because purees were point blank refused. She now eats everything.
You're putting stuff on the toast, yes? Like mashed banana, sardines, soft cheese, purees etc? Perhaps think of the toast as an edible spoon?
I'm sure everything is going so much better than you think. Lots of babies, by the sound of things, start going for it in a more determined way at 8/9 months.