In a 6 month old baby the gagging reflex is in the middle of the mouth (more to the front) so when they gag they aren't yet in danger of choking since the food isn't yet near the windpipe. So this teaches them to deal with bigger pieces of food and to manipulate the food with their tongue and push it to their gums to chew. At the age of 8 months this reflex starts to slowly move back in their mouth till at about 1 year of age it is at the back (like an adult) and the danger of choking increases.
Spoonfed babies suck food off a spoon like you would suck a liquid. It bypasses the gag reflex and goes straight down. When a lumpier texture is introduced on a spoon they still just suck it up and try to swallow it like a liquid. Some babies aren't too fased about this but for some it becomes a scary problem.
When you introduce fingerfood your baby should still be watched carefully but their should be 100% in control of what goes into their mouth, because it reduces the risk of choking - never place finger food in your babies mouth. They have to learn to chew and swallow. Gagging is their way of letting you know that they are in fact dealing with the problem and learning from it.
What finger foods are we good ideas:
Anything that is soft and mushy but not that mushy that they can't pick it up themselves. A good example is bourdoir cookies (not for their sugar content but just to explain what should happen) it's still firm and when it comes in contact with spit it goes soft. These types of food are the ones you should aim for.
More examples: Fruit (banana, plums even grapes - I cut them in half and remove the seeds)
Veggies (think finger shaped, cooked so if they hold it in their hand a piece should stick out the bottom and top of their fist)
Al dente pasta (my LG loved the different coloured screw pastas when she was smaller)
Toast etc.
Just remember to keep it sugar and saltless!
Read more about it here, there's a download-able pamphlet to read.
www.baby-led.com/