I have a 4 1/2 yr old. We're at the stage where he's definitely finicky over foods. The issue is not so much that he's finicky, but that he expresses it by taking a bite and then mock choking. I am trying to convey that choking is a very bad way to convey this. Sure, I'd love to fix the "I don't want to eat this" problem, but right now I'm more concerned about the mock choking as a way of expression.
One answer could be a serious reaction to mock-choking. What would you do if your child really choked on food? You'd probably act fast and not in an entirely funny manner. Also, you'd have a seriously concerned face. "This time it looked like you really were choking! I was afraid!"
The important point is to be serious, not mock-serious. Also, does he know the tale about the boy that cried wolf every time? Mention it, and he'll make a connection, I suspect.
As a counter-point to @9000's suggestion, try ignoring him completely (assuming you can tell the difference between mock and not!). Most behaviours such are a method of garnering attention.
But whatever you do, only choose one course of action, don't confuse him by switching between the two.
This is very serious. I would treat every apparent "choke" as real choking (as 9000 says). If it turned out to be fake after the fact, I think it would constitute some discipline. Basically your child is faking something that could kill them. I think some time out or whatever discipline you practice would be appropriate.
You need to make sure you are responding to his "I don't want to eat that" then. Otherwise, you've left him with no choice but to up the ante.
Take away all incentives to fake choking by making any choking behavior the end of the meal, or at least the start of a significant time period without food.
Whether fake or real, such an outcome is reasonable, and conditions the right behavior.