My baby started finger food when he was about 8 months. It will be normal for him to stuff the whole thing in his mouth. He does it now too if the size fit his mouth. Don’t have to worry about it. He will gag but will learn how to cope with the gagging overtime. You will also need to learn how to differentiate gagging and choking and learn how to perform Heimlich Maneuver if baby choke.
Just keep demonstrating to him and let him watch and practice