I've found dried fruit great for keeping in a little pot in my bag - dried mango slices are a favourite of Elliots, and he's enjoyed figs, prunes, peach & apple (and saltanas but they're not really finger foods?). Just check the ingredients as some have sugar added.
...forgot to say that LO finds yorkshire puddings very yummy and easy to pick up. Also bagels (cut in half, toasted and cut in half again so easier to hold) spread with anything! Sliced advocado is great too but someone prob said that already! ETA Dumplings!!! (just made some in vegetable stew)
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