Have done this city pair (and other European destinations) combining SQ and other airlines, e.g. AY, on separate tickets.

I would not use KF miles to fly on other * partners, but that is my preference. Plus I would aim at saver awards on SQ incl. online discount - depends of course on how you value miles etc. etc.

Instead of using those additional miles to get a connecting flight, I would just book AY or LH separately for FRA-HEL. Of course there is always the risk of a missed "connection" (= having to buy a new ticket most likely), so you might even choose to have an overnight stay between the flights.

You might also consider flying to e.g. CPH, AMS, MUC, ZRH, MXP, FCO etc. on SQ and book a separate ticket from any of those cities. All of these airports have direct flights to HEL.

At the risk of sounding redundant, AY fly non-stop HEL-SIN and A350s should be serving the route at some point in the spring.