Baby led weaning is based on the premise that the baby can identify food before tasting it, so obviously you should avoid nondescript mush.
With our son, we really didn't encounter significant problems; we mostly offered him the same food we had. We were given the advice not to offer any spicy food, but once he got hold of some spicy stuff on our plate, he kept reaching for that. In general I'd recommend offering everything that's not a risk for your baby's health, but if you're uncertain, introduce it slowly. When introducing new spices, have a neutral backup ready, just in case. Our backup was applesauce, but things like yogurt might work as well.
Finally, I would recommend to avoid things that cause bad stains, such as chocolate. We've wasted quite a few nice shirts due to chocolate stains. This doesn't apply when your baby is wearing something old anyway.