I had the same problem regarding "finish setting up icloud". I fussed around and the following worked for me:
1. I was signed into icloud (after the upgrade, I was asked to sign-in to icloud), so I signed out. (Settings > icloud). When asked if I wanted to delete icloud items from my phone I said "yes" as I knew they would remain in icloud, plus I had saved an encrypted backup of my phone in iTunes before the upgrade.
2. The settings screen still showed a "Follow up" for completing icloud. I tapped on that link.
3. Instead of asking for my passcode, which it had done originally, I was prompted to enter my icloud credentials, which I did.
4. Next I was asked to enter the password I use to log in to my MacBook Pro. (It seems like it's a type of two-step verification. The dialog box indicated that Apple doesn't have/know/save the actual password, so I'm figuring it's using a hash value to compare it to what it has--just a guess on my part.)
5. I was then prompted to enter my phone's passcode. This time, after 5-10 seconds, the verification was complete and the follow up notice was gone.