I find banana easier to hold and less slippery if its segmented. Just squeze the banana and you will find it starts to split along its natural segment into 3.
I normally spread unsalted butter on toast or crumpets or philidelphia on toast. Try roasting some butternut squash really yummy first finger food. If you cut it into strips and roast with the skin on drizzle with olive oil, it wont go all mushy and you will find that your LO will strip the flesh from the skin and then leave the skin. Sweet potato and peppers are great roasted too.
Baked potato, steamed baby corn, swede, broccoli.
Try advacado as a sandwich filling or cream cheese, or houmus.