By 8 months of age, your baby will probably develop the first few teeth. Even otherwise, the best finger foods at this age are those that your baby can easily hold and mash with the gums. Believe it or not, your baby's gums are pretty strong.
To make sure that your baby does not choke on finger foods, try chopping them in a size that your baby can easily hold between the fingers, but that is not too small (for instance, boiled peas and corn can lead to choking). Also, make sure your baby is sitting properly, with the head in an upright position, to prevent any accidental choking.