Have you tried mashing up the foods in front of him? You said you tried to feed him him favorite foods in finger food form.
For example, put a stick or two of cooked sweet potato, some peas, and some pears on his plate. Put the plate down in front of him. Let him watch you mash the foods more into a consistency he prefers. See if he'll start there.
Once he sees that these mashed up/pureed foods he's been eating are the same thing as the finger foods, he might be more willing to try them less and less mashed up.
He should still be able to feed himself the mashed up foods. Pureed is definitely not really possible for self-feeding, but mashed normally has a consistency that allows them to pick up small amounts and get it to their mouths.
I'm not sure what other responses you've gotten, but have you tried the mesh bags? A couple of companies have them now - we used the Kroger brand of them, I think. They're little mesh baggies that you can put a peice of food in that they can hold and suck on to get a more pureed consistency through the mesh.
They were great when my daughter was teething and first learning to self-feed. I put a slice of frozen peach in there and she went to town! Bananas, graham crackers - anything that would break down a bit with some saliva.