Goslings explore the world with their bills. Just like human babies, they'll chew anything. It's great practise for eating lots of grass - not so great for fingers. You can't make them stop chewing, but you can redirect the chewing.
Try giving him something more interesting to chew, like sturdy baby chew toys. I got my gosling a whole bunch of baby toys from a thrift store. She quickly picked her favorites and would play with them for hours. She especially liked the ones that had a little give (not hard plastic), and the ones that made sounds when she chewed or shook them. She also liked clogs, anything with velcro, and shoes with laces. I kept the toys in an old purse with lots of latches, buckles, and tabs, and she had a hoot fishing the toys out of the bag.
And of course, give him grass. I dug out a square of turf once or twice a day for my gosling to eat and play with. When she was done with one, I just put it back in the lawn.
In this video, she's three days old and enjoying her very first grass: