In Montessori they use sandpaper letters. They are expensive to buy but I'm sure I've seen some knock off ones somewhere on the internet. They also teach lower case first like BC said.
At the dollar store, I found some of those rubber puzzles. I found both lower and upper case ones. I was surprised as heck to find the lower case so bought a couple of them figuring I'd never find them again. Like this
https://jet.com/product/detail/12192...s0XRoC_sbw_wcB
Anyway, he can work the puzzle or you can just take out certain ones for him to run his finger over for the sensory aspect.
Also, when you teach letters, I was taught to teach them NOT in order but rather teach two at a time with letters that weren't similar to other letters. For example, teach A and T rather than P and B.