How often do you let your baby try feed themselves with their fingers? Is it important?

Our baby is just over 9 months. We tried giving them finger food a couple of times and it was a mess, literally. Food went everywhere but their mouth. Messy floor, messy highchair, messy clothes, messy baby. It's just so much more work and stress and waste.

How often do other parents do this with their baby? How important is it for development? Is it important to do this with a 9 month old or is exclusively spoon feeding ok until they're older? How does everyone else manage