how much do you put out on his tray at the one time? do you ever feed him with just a plate on the floor, while you're doing other things?
cos as i see it, yes it would be better if he did feed himself, insofar as it would at least be more convenient for you, but at the end of the day if he's happy with you holding the food for him or spoonfeeding him then i'd probably just go along with that. not for any other reason than it's better not to stress about these things, i think.
maybe try putting less on the tray, or letting him have finger food while you're sitting on the floor doinig something else, but basically if he's really not into it he's really not into it, iykwim? you'll know.
or you could just go back to milk only for a few days and forget about food entirely, then start again with one single stick of carrot and see if that helps him make the connection?
i've seen plenty of people saying that their babies didn't get the hang of really eating babyledweaning.blogware.com/blog/_archives/2007/5/21/2966051.html and babyledweaning.blogware.com/blog/PollsOurFAQSection/BabyLedWeaningFAQ until later, but i imagine it's a pain in the arse though. i'd give those things a try, tbh, then re-evaluate after that. i'm more thinking out loud than anythin else but hth