Hi there! Sorry no one's replied to your post so far!
Baby-Led weaning is a whole concept around weaning so it sounds like you want to start introducing finger foods now which is great. We started with Baby-Led weaning from day one, if you want to do away with purees then it is possible to switch to Baby-Led weaning if you want to. If this is what you want to do then I thoroughly recommend reading Gill Rapleys book - it's the bible where BLW is concerned!
If you would like to continue with the purees and add finger foods along side, this is aso very easy to do. You need to start off with things that are easy for LO to grip, we started off with sticks of steamed or roasted veg, butternut squash, parsnip, carrots etc. Broccoli and cauliflower florets are also very good.
In answer to your questions, you don't need to puree any finger foods and as I mentioned before it's up to you whether you want to continue with pureeing or switching to finger foods altogether - totally your choice and either way is just as good for your LO.
You can always put rice on his plate but he probably won't be able to do too much with it as his age, as his fine motor skills enhance and his pincer grip matures he will be able to pick it up.
Babies can eat most foods once they are six months, you can introduce dairy (cows milk is ok in foods but not to drink until one) ut there are a couple of things you need to avoid before they are one. Honey is one thing, and nuts is another. I think nuts is due to the choking risks rather than a problem with them eating them as such. I am sure if something contained nuts as long as they were in tiny pieces that would be ok. Also if you have any allergies in your family you need to exercise caution with some high risk allergy foods - strawberries I know is one but I am not sure of any others so it might be worth looking this up if you have any concerns.
You will need to chop food into suitable sizes for him to eat, so not too small at his age. Finger size battons which are easy to grip in his fist and leave enough food exposed for him to eat are the best sizes, you can adjust these as he grows and his skills develop.
Hope it goes well!