I think that you are doing the right thing in allowing him to feed himself.It does not matter that he does not finish his food. Babies will eat as much as they need and at his age it is good that he has shown this interest. Also, I'm glad that you sit with him at meals and have your own food. Sometimes, it is better to totally ignore them whilst sitting safely with you and they might well show an interest in your food as well.
Good Luck!
Lor