as a very erratic cook, just to say that i have never made a good white sauce without following a formal recipe and measuring it all - otherwise i burn it. basically however much butter you use, you need the same amount of flour, and if you've used e.g. 1 oz of butter and 1oz of flour, try about half a pint of milk. It may take longer than you expect to thicken, e.g. 6 minutes, which is an eternity with a screaming baby.
But ds did love broccoli well steamed or boiled, then mashed up as much as required, with cheese sauce (i.e. white sauce with cheese grated into it).
Annabel K and others recommends toast but I always found it was too hard for ds to enjoy, so he nearly always has bread instead.
Boiled/new potatoes cut up can make a good finger food. I started ds on finger food much too early for him (6 months) and had to leave it for a while, but it's always worth trying as they love it and it speeds up the day when you can actually sit down and eat a meal together, rather than having to feed them with your stomach rumbling.
I never had the guts to do this myself, but I have heard of mothers who simply cook their meal, chew the food and give it to the baby on a spoon. Me, I would be too tempted to eat it. DS has learned to eat fast so that I don't nick his food.