Letting your puppy to play with your fingers or hands is never a good idea because it may seem cute and acceptable when they are puppy but once they grow up, it will be dangerous. If you let your puppy bite your skin in their puppyhood, then they will learn to bite later too. In fact, you will be teaching your puppy a bad habit by allowing this kind of behaviors.
It is better not to let those things happen at early stage which you can’t tolerate in the future too. If you strictly want to stop puppy biting during play and other times, then forbid it from the first day you get him. It’s easier to prevent such bad behaviors at early stage rather than trying to reprimand it when they grow up and become an adult dog.