OK, so neither finger food, nor walking, are benchmarks to expect at 10 months. IIR, 12 months is the "normal" for walking (so 1/2 of babies don't really walk till after that). And many babies are still on soft foods/purees at 10 months. So you can relax, he's doing ok.
As far as the food, I fed my first the stage 2 and 3 foods until she was well over a year (I started offering some finger foods at the same time, but mostly did the baby food bottles). And, for the whole first year, breast milk/formula is considered the #1 source of nutrition for babies. Everything else is just practice. I would stick with stage 2 foods for now, and give him time to get ready - some babies just aren't into chunks for a while. (Have you tried the meat sticks? They're like vienna sausages but without all the salt and nitrates and stuff. They're very soft and can be smashed up by you or him, it may be one thing to experiment with. Otherwise, there's nothing wrong with the stage 2 meats for a while still.)
You can also put small amounts of what you are eating (assuming there isn't a lot of salt or preservatives in it) in a blender to get it to the consistency he likes, adding a bit of water or formula/milk if necessary.