The Collaborative International Dictionary of English v.0.48:

Finicking \Fin"ick*ing\, Finicky \Fin"ick*y\, a.
   Finical; unduly particular; excessively demanding over minor
   details. [Colloq.]
   [1913 Webster]

WordNet (r) 3.0 (2006):

finicky
    adj 1: exacting especially about details; "a finicky eater";
           "fussy about clothes"; "very particular about how her
           food was prepared" [syn: finical, finicky, fussy,
           particular, picky]

Moby Thesaurus II by Grady Ward, 1.0:

81 Moby Thesaurus words for "finicky":
   accurate, advertent, agog, alert, all ears, all eyes, assiduous,
   attentive, aware, careful, choosy, close, concentrated,
   conscientious, conscious, correct, critical, dainty, delicate,
   demanding, detailed, difficult, diligent, earnest, elaborate,
   exact, exacting, exigent, exquisite, fastidious, fine, finical,
   finicking, finikin, full, fuss-budgety, fussy, hard to please,
   heedful, intense, intent, intentive, meticulous, mindful, minute,
   narrow, nice, niggling, nit-picking, observant, observing,
   on the ball, on the job, open-eared, open-eyed, openmouthed,
   particular, pawky, pernickety, persnickety, picayune, picky,
   precise, precisianistic, precisionistic, punctilious, punctual,
   queasy, refined, regardful, religious, rigid, rigorous, scrupulous,
   scrutinizing, special, specific, squeamish, strict, subtle,
   watchful