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.
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.