Hi D....
Is baby a fussy eater? My son is 10 months and last month i started him on toast bits (cut up about the size of a pea) and cut up egg yolk. I microwaved the egg yolk for 20sec in a glass dipping bowl while i made one slice of toast (he only eats half the slice, so i butter it, and eath the other half). I put these two together and he chews on that. This is the fastest easiest food and gives her that protein. I use wheat bread instead of white.
Just feed her bits on a baby spoon.. little at a time to see if she will gag. Dont give her milk first because if she does gag on the texture (which all babies gag at first) she might throw up her whole feed of milk. Do the solids first to see how she does, then give her milk to wash it down.
Do this for a week, before moving on to a new food, to see if she has any egg allergies.
Don't give her egg whites. As with honey and other foods this should be avoided until baby is at least one year old.
Start slow and each week introduce something new.. or just go by your own pace.
As for teaching her to self feed, get some wagon wheels (Graduates) and put a couple on her high chair, she will pick it up and throw it down - this will teach her how to hold food and she might even bring it to her mouth.
Puffs are a good idea but at 10 months i dont think she would have mastered the self feeding just yet - so you can either put a few down for her to practice with or feed it to her - she might just like the crunch!! Try giant rice crispies, cherios or graduates, whatever your budget allows, but be sure to choose the right "age" so to speak, is she crawling? then get the toddlers puffs.
Good luck!
Fellow mommy of a 10 month old boy...