Jose Canseco -- Gunshot Finger Making Incredible Recovery ... Says Ex

The finger Jose Canseco SHOT OFF HIS HAND is almost as good as new ... so says the MLB star's ex-wife who just showed TMZ Sports some pretty gnarly never-before-seen pics of Jose's progress.

Jessica Canseco was leaving 1 Oak in Hollywood when she admitted she told Jose to have the finger amputated after he put a bullet through the digit back in October.

But fortunately Jose didn't take her advice ... and now Jessica says he's on his way to one of the most miraculous recoveries she's ever seen -- thanks to an insane surgical procedure involving a piece of Jose's hip bone!!!

Check out the clip -- Jessica not only gives the medical update ... but shows off graphic pics of Jose's hand just weeks after the accident.

Better put your food down for this one ...