My 8 month old went through this similar stage when he was about the same age (3 to 4 months)....and it lasted until a few weeks ago, when he FINALLY got his first TWO teeth at once--it seemed like he was teething FOREVER. Sometimes when they're teething, the fingers/hands can hit those "sore spots" better than a pacifier can. I can relate, because I didn't want my son to be a thumb sucker and always worried about his hands not being clean enough to go in his mouth. But once those teeth came in, the finger/hand sucking tapered off....and he (kind of unfortunately LOL) wanted the pacifier back. Luckily, I'd kept them all. My son's mouth seemed to be too small to be able to chew on normal teethers, so I kept a baby washcloth in the freezer, as well as a baby spoon (the ones that are all hard plastic, NOT the ones that a rubber tipped and metal) and let him chew on those too. They did help a little in keeping his hands and mouth busy at the same time. The whole thing about the gag reflex.....as long as they can't SWOLLOW the thing gagging them, they will remove it (albeit a hand or spoon) on their own if they gag.