As far as I am aware, you cannot give an item finesse in the same way as you can penetration. If I am wrong, please point me to the correct book?
If I am correct, what sort of research project would you suggest this to be, and how would it's results bear out?
No, there are no direct rules to give finesse to items. Indirectly, you can (as you can with spells) build in "finesse", it's just not going to be dynamic. For example, you could have a Creo Ter wand that makes a square fortress, but you can't change what kind of fortress/wall it makes from use to use. As to Original Research, well, anywhere from two points for a lab text to make one dynamic item, to thirty to add finesse to the magic item rules. What do you want to do?
I'm away from my books ATM, but the Amazon Sorceresses can accomplish what you described. It's not, to my knowledge, written up as an integration, but I'd suggest it might be possible via a Minor Breakthrough.
Alternately, I think it might be available for Verditii magi using the 'Enchant Casting Tools' mystery....
Alas, Gremlin, that mystery says, pretty loudly, that "enchanted casting tools" cannot be turned/added to regular enchanted devices. That little stunt would get you a lot of house status, mind........
Honestly, I'm just curious as to the idea blarg.