S.C.
As far as efficiency goes, there's nothing better than pureed food. With both of my kids, I mourned the passing of this (relatively) clean, quick way of eating. Finger foods are a big transition for kids and it will ALWAYS seem like they're eating much less than they really are. I had the same concerns you did and, rest assured, my kids are both very healthy. My daughter isn't as high on the weight charts as she was when she was a baby, but she's still average.
If your son loses an unhealthy amount of weight (or stops gaining weight), your doctor will notice at his next visit. If his weight changes at all (which is doubtful) it is actually very normal as he grows more active.
So rest easy. If your son is still active and normal during the day, he is surely getting adequate nutrition. If he starts acting lethargic, that could be cause for concern and you should call the doctor.
And if he's gagging on certain foods, it might be because he's not ready for that particular size/texture. Keep things small and soft for a looooong time.
Good luck!