One of the big problems with dealing with Tapu Fini is how diverse it is despite basically using the same old 2 STAB moves on every set. It's all they really need to be successful, so they have a huge number of options on its last 2 moves (coverage like Ice Beam, or setup like CM 3 attacks, Sub CM, or CM + Iron Defense, or utility like Trick, Taunt, etc.) EV spreads (some HP is all it takes to eat unboosted super effective STABs, but going Bold and Max Defense let you eat a lot of neutral damage), and items.
So figuring out the set based on calcs and metagame knowledge helps a lot. If it has minimum bulk investment, it might be scarf. If it's very bulky, you might be looking at CM setup variant. If it just has 252 HP, you might be looking at an offensive CM set or even Choice Specs. You are going to see a lot of conditional statements for beating Tapu Fini ("if it doesn't have X, then Y beats it") And usually, putting yourself in a better position from the lead will give you more opportunity to figure this out. There's a lot of difference between leading Hippowdon and facing a Tapu Fini with no information revealed, and a Fini that switches into Hippowdon EQ - now you know their Defense investment, if they have Leftovers (a big tell for heavy setup variants like Sub CM or CM + Iron Defense), and they are now in KO range of super effective attacks like Naganadel and Nihilego Sludge Bomb, and such. If you lead Regleleki or Nihilego vs Tapu Fini, they will likely switch out - but then for them to get Fini back on the field, they will likely switch into a resisted hit and concede defensive benchmarks and information on its investment all the same.
Tapu Fini has no long-term sustain aside from the very slow CM + ID + Draining Kiss set. So peppering it with neutral damage - or even forcing it to switch into resisted hit, helps you deal with it because every bit of damage sticks unless using the slow Leftovers. Setup variants of Fini also don't do much immediate damage (or have coverage, usually) so it means that you can set up on them, or taunt them, or switch hard into your Rillaboom without taking a million from Moonblast or Ice Beam, for example. Bulky Fini without Taunt / Sub can also concede SubSeed opportunities to Celesteela, as +1 Surf does nowhere enough to deter the SubSeed loop.
There's a few Pokemon that just hard counter most Tapu Fini. Ferrothorn is one, Seismic Toss Chansey should count as one (even if it gets Tricked you're not beating that lol). You don't need them to beat Fini, but if you have a lot of Pokemon that lose to it, then you might want to consider that.