Iphone bluetooth keyboard custom layout
Bluetooth keyboards ARE available with the keys that you need.  For example Apple makes this one:

http://store.apple.com/uk/product/MC184S/B/apple-wireless-keyboard

but I am sure there are others.

You have to also set the layout in iOS.  Tap on Finnish in the list of active keyboards and go to the Hardware part of the menu that appears and choose "finnish". 

If for some reason you are only able to use a hardware keyboard with the US layout printed on the keys, then (after setting the Hardware layout in iOS to Finnnish) you should get ö from the ; button and ä from the ' button. 

It's not possible for users to add new keyboard layouts to iOS yet.

Another solution might be to try using settings/general/keyboard/add new shortcut to make shortcuts you find convenient for the extra characters.