I don't know how you've concluded Finland would be friendly to us if Scandinavia is dissolved considering it's going straight back into Russian hands as a grand duchy.
It's also a serious political capital expenditure. If you care about that, I think plan Sound Toll is a decent choice over Baltic Gate, even though I expect it'll give the Entente inroads in Scandinavia. But I don't think spending that capital again on breaking it up is worth it.
Especially since it could easily happen on its own considering the mauling they've taken and their internal divisions.
Point, Finland would return to Russia unless we pry it away in a peace deal somehow. Possible, but improbable - although a neutral Finland may be more likely.
I'll amend that post here to, those two plans' worth depend on which do you think is better:
1. A German-sympathetic Norway, potentially German-sympathetic Denmark (they're likely gonna at least be a republic after their royal fled), Entente-sympathetic Sweden, and slightly better international & Entente opinion in Scandinavian Dissolution
vs
2. Allied Denmark, Entente-sympathetic Scandinavia, and slightly smaller international & Entente opinion in Baltic Gate.
That opinion being important to how soon the Entente would intervene
Regarding concern over Entente influence in Scandinavia:
Our monarchical northern neighbour would always be better predisposed to the Entente against our anti-monarchist bloc nevertheless & I doubt, after Etran's explanation what enforced political-military neutrality entails, Scandinavia would be a republic.
They could very well be open about that alignment once an Alliance-Entente War breaks out with the security of Franco-British support (and - God forbid if the Tsardom to our east hasn't flipped to our side through revolution by then - Russian support)