The Englishman's contract is up at the end of the season and he does not have much time left to prove himself to interim Dee boss John Brown, with just four games of the Clydesdale Bank Premier League season remaining.
But the 26-year-old - who had to have two career-saving operations to repair damaged knee cartilage - boosted his prospects by netting the late winner against Saints to mathematically keep alive Dundee's survival hopes for another week. His header was a moment of pure relief for the frontman.
He said: "The closest I've come to scoring in the last year has been in my dreams. I thought I'd never get back on the pitch after the injury but I'm delighted to have made an impact. My deal is up at the end of the season and I've been panicking all year because I've not been playing.
"I knew I had to get back before the end of the season to show the manager here at Dundee that I am fit. So it's a massive relief to be back and scoring goals and to let people know I'm still around."
The Dark Blues travelled to Renfrewshire knowing anything short of a win would relegate them from the top flight after just one season, but they have now closed the gap on Saints to 10 points with four games remaining.
Jim McAlister put Dundee ahead five minutes before the break after Marc McAusland's slip but Steven Thompson levelled seven minutes into the second period when he thudded home a header at the back post.
But, after losing skipper Jim Goodwin following two needless bookings, Saints found it harder to repel their desperate visitors, who finally struck eight minutes before the end through Finnigan's header.
St Mirren still hold the balance of power and could relegate Dundee next week should they beat Hibernian away, but Finnigan says the Dens players are just trying to regain some pride after a bruising season.
"We're in the position we are but every week we need to go out and play the way we did against St Mirren and Kilmarnock the game before," he said after Dundee won successive games for the first time this season. He added: "But now it's just about showing some respect for ourselves, letting people know we are good players."