You'll go through immigration at HEL regardless since you're entering the Schengen area.
If you can get QR to interline the bag, you'll pass through immigration and can proceed to your onward gate. If you have to re-check, there's no way to do that airside--think about all the 102mL bottles and pairs of pliers that might be in your hold luggage
Exiting customs, assuming you don't look interesting to the officers, consists of walking out a door with a "nothing to declare" sign. Then you're just another passenger checking in, then heading through security to the gate.