Well my lo is my first so I'm no expert! She's 7.5 months and I did purees with her for a month, from 6 months. She was never that keen, and eventually flat out refused to let me spoonfeed her. I noticed how much she enjoyed rice cakes, so I started looking at baby-led weaning websites and gave my dd batons of cooked veg and broccoli like you've done. We started 2 weeks ago and it's going really well.
I've found the baby-led weaning websites really useful, there are loads of recipes and ideas on them. I had never really thought of doing BLW before because I didn't really know much about it, and no-one I know has done it. I've since read about quite a few people who've done BLW because their independent-minded los refused to be spoonfed! The websites I've found really good are:
forum.babyledweaning.com
babyledweaning.blogware.com
www.babybanana.biz
The gagging thing is scary, my dd actually did a big gag last night on a piece of boiled potato, but she got it out ok. I've read instructions for what you should do if your lo chokes, which I hope never to have to use! Apparently it's pretty rare, anyway. My dd really did gag much more on the mashed potato I used to spoonfeed her than she does now. For lunch today she fed herself mashed potato with leek and no probs. We use three spoons - I hand her one at a time and take my hand away quick before she starts yanking and complaining about my hand being there!! I was surprised about how much goes in. Maybe you could try that, or she might end up eating mushy stuff with her hands, which would be less time-consuming for you! She also had an egg-yolk omlette cut into strips which you could try.
As for wheat/allergies, etc, everyone will tell you something different. A lot of experts seem to say that as long as there are no allergies in your family, you should be ok giving them anything except shellfish, whole nuts and honey from 6 months. Others say no wheat until a year, no egg white until 8 or 9 months or something, and I can't remember about citrus fruit, something like 9 months?? There are others here that know more about that than me! There are no allergies in my family, so I started with fruit, veg and pulses only, I started egg yolk, cheese, yoghurt and wheat at 7 months or so and will give her egg white soon. I'm careful with citrus but I have given her clementines. I don't give her loads of wheat either and try to give her as much porridge as possible! The only thing I'm really careful about is to give her no added salt. So, it's up to you, everyone's different.
If I were you I would give her the pasta with the sauce and without the bacon, but I wouldn't cut it up. I would give it whole so she can pick it up and give it a suck. I give my lo pretty much everything cut into a big chip shape/size, so she can hold it. I don't chop stuff up because she'd have too much trouble getting it to her mouth.
I wouldn't worry about her eating too little, even though she's small. I know that's difficult though, but as long as she's having her milk she'll be fine, and has ages to get used to eating. My dd isn't really eating huge volumes at all, but she's having fun and I've relaxed, and she is eating a bit more each time. They're not going to starve themselves, with us offering them milk and food all the time!
Oh the other thing I would recommend for finger food is Finger Food for Babies and Toddlers by Jennie Maizels. Loads of easy stuff to make. Maybe you could stop spoonfeeding DT1 and give them both the same food at the same time, to make it easier for you? That would look sooo cute as well, I'd love to see photos!!
Best of luck!