For banana to make it easier to grab I crushed up Cheerios and coated the outside (she was about 6-7 months with it though), and now (we use baby cereal so I have it) I coat the banana in baby cereal to make it easier to grip.
Steamed broccoli, the stem part makes a good "handle" and then they can munch on the top bits of it, they are small and come off easily..
Grated cheese has been the best consistency for us..
She has melon, blueberries (I cut them in half as the ones from the grocery store are huge!), toast.. she has mashed potatoes bc they sort of clump together and she can grab them..