"Finish your check"
Literally, that means hitting players even if they don't have the puck anymore. Which is the exact definition of interference.
Nope, it means to not turn away if you're within the ~sticklength of the player that makes it not interference. But to do so almost always means committing to the check, and committing to the check while being able to close the gap without exposing your lane makes someone a damn effective forechecker