If it becomes too uncomfortable and painful, then simply tell him to pull their little finger away slowly.
He has to apply a little lube towards the tip of their hand plus some more to your ass. Next he has to gradually slip their little finger while you give him feedback, telling his to go deeper or to stop moving or to SLOWLY pull out (pulling out fast can cause some pain, he needs to do it slowly) inside you, millimeter by millimeter,. You deeper and deeper with his finger, it should feel reasonably comfortable as he slowly penetrates. If it becomes somewhat uncomfortable, then make sure he understands to avoid going also to keep their little finger nevertheless for just a few minutes. This may let your sphincter to flake out around their little finger and start up.