DS2 is 10 months and still doesn't really get food outside of purees. I give him bites of things and he just slobbers around on them until he throws them on the ground. I tried getting him to eat a tiny piece of bread at Panera a couple of weeks ago and it resulted in him gagging and throwing up all over Panera. So that was fun.
So I have no advice, but E's definitely not alone in this boat.
We were slow to grasp finger foods too....until we discovered Puffs and Little Crunchies. For whatever reason actual food was less appealing to him than those stupid baby cheese doodles but I went with it for a while because it was nice to see him actually excited to eat something not on a spoon or in a pouch.
Have you tried her with non-pureed foods that mush or dissolve easily? We started B pretty early on the Happy Baby puffs, small slices of banana and avocado chunks, things that weren't going to hurt if he didn't chew. That helped him pick up on feeding himself fairly quickly. He still doesn't do well with things like green beans - they are kind of hard to chew through!
Has she had a 9 month appt with her pedi yet? I think it's worth asking. I feel like B had a good pincer grasp early on and reliably self-fed (one of the few things he picked up early!), so I'm not a great judge. I don't think you have any cause for concern at only 9 months, but it might set your mind at ease.
My almost 9 month old doesn't get finger foods either. He can pick them up and get them to his mount (sort of), but hasn't grasped the concept of swallowing and just spits them out or gags. So, you aren't alone.
Mum Mums (I found them at Target)are big enough to grab and dissolve pretty easily. They are some sort of rice cracker.
What about baby mum mums for practice? Those are much bigger than puffs so she can hold onto it better. They basically disintegrate in their mouths.
You are the second person to recommend these! They always looked hard to me in the pics, but I guess not. I'll give them a try.
They are very safe I think. I don't remember when my kid started chewing but I think it might have been like 9 months too. She just kind of held things and licked them and tossed them. We still spoon feed a lot. She doesn't eat much if she's feeding herself/holding the food. (almost one year old).