September 20, 2017 06:05 PM

When Salvation star Jennifer Finnigan discovered out she was pregnant, she knew exactly how she wanted to find out the sex of her baby.

“I said, ‘We have to get a reveal cake,’ ” Finnigan tells PEOPLE of a conversation she had with her husband, actor/director Jonathan Silverman.

“And, of course, I wanted it to be gluten-free and vegan. I’m not even vegan … I think I just wanted to be able to eat the whole thing and feel like it was kinda healthy!”

Melissa Coulier

But there was one problem: Finnigan was filming Salvation in Toronto and the Canadian city’s bakeries were not familiar with the concept of a cake secretly baked with blue or pink filling based on the sex test results.

“We called everywhere in Toronto and they were lovely, but it just wasn’t a common thing there,” says Finnigan, who stars on her hit show’s finale Wednesday night. “So I said to my incredibly sweet and lovely husband, ‘I’m going to need you to have the cake baked in L.A. and wrap it really well and put it on ice and bring that on your red-eye flight.’ “

Silverman, 51, had been flying from L.A. to meet his wife, 38, for every doctor appointment in Toronto, so taking the red-eye was no big deal. But the couple, who revealed the pregnancy to PEOPLE in June, did have major concerns traveling with the cake.

Melissa Coulier

“I was mostly concerned that TSA was going to slice into it and I’d get the results right there at the airport,” says Silverman.

“I was, like, ‘Johnny, if they slice into it, just leave it. I don’t want you to find out!’ ” Finnigan recalls. “We laughed that TSA would know the gender of our child before we did. But he arrived at my door at 6:30 a.m. and sliced into the cake and it was pink icing!”

Despite being in different countries for most of her pregnancy, Finnigan says Silverman could not have been more supportive, especially while she was filming her show’s final episode while 7½ months pregnant.

Melissa Coulier

“I’d made it the whole way through just fine, but right at the end I got deathly ill and ended up in the hospital. For our last shooting day, Johnny had to come in and, I hate to reference his most famous movie, but it was like Weekend at Bernie’s. He had to hold me up because I was totally dehydrated. After every take I had to sit down,” says Finnigan.

“I crawled my way to the finish line, but now we can watch the show back with our little one and say, ‘You were in there the whole time.’ I think that’s the coolest thing ever.”

Now that they’re both back in L.A. with six weeks to go until Finnigan’s due date, Silverman says the couple — who were introduced by Friends star Matthew Perry at a barbecue in 2004 and they wed in 2007 — are taking every baby class possible together.

“It feels like we’re cramming for the biggest final we’ve ever had,” he says. “But we are so excited — well, I’m terrified, but in the best way possible.”

Melissa Coulier

Finnigan says she’s a “voracious feminist” and can’t wait to raise her daughter to think she can do anything a man can do.

“I can’t wait to help her do everything she wants to do. I want to give her every opportunity I never had and I want to see her blossom into whoever she wants to be,” she says. “Just talking about it makes me emotional. It just feels right and the idea of seeing my husband holding a little girl … I’m swooning already. She’s going to be a really lucky girl to have a dad like him.”

“I just hope she looks a lot like her mother,” laughs Silverman.

The season finale of Salvation airs Wednesday at 10 p.m. ET.

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