Are you doing baby-led weaning?

FTM. My pediatrician told me my 4-month-old is on the verge of being ready to begin eating solids. He sits with assistance for long periods and is showing a lot of interest when he sees my husband and me eat, but I think he will likely take at least a couple more weeks before he’s ready for a high chair. Doctor gave me a pamphlet on baby-led weaning but didn’t make it seem like that was the better option—just giving information. I’m most worried about choking if my husband and I were to go that route. So I’m wondering about experiences with moving up to solids. Did/are you doing baby-led weaning or doing things the old fashioned way starting off exclusively with purées? Why did you choose to do it that way? How’s it working out?