I'm so sorry for your loss.
I agree. Give him some time to grieve and you can grieve along with him.
When Mr. Whiskers' first cagemate, Baby, died, both he and I took it very hard. Since Baby died in my arms, I was able to let Mr. Whiskers sniff his little body and realize that something was wrong/had changed. I know that I, personally, have a strong tendency to anthropomorphize my animals, and so I took the time to explain to Whiskers what had happened and why Baby was not with us anymore. I believe that he understood.
It took about a month of grieving for both us to be able to realize that another buddy was what we both needed, and so The Snuggler came into our lives. I think that might be what Finnley's cagemate needs, as well. Time and love can work wonders. We're sending you our love and whisker kisses.