ONTD

According to Lainey he did. (who if you recall was the first person to report Jennifer was in the running for Katniss)

"And here’s your Catching Fire update:

I’m told that Hedlund auditioned for the part of Finnick in Catching Fire for director Francis Lawrence about 10 days ago. It went very well. No final decisions yet but interest in Armie Hammer seems to have waned since Hammer wasn’t as enthusiastic about it as Lawrence was about him. Am told they’re still seeing people. But their priority right now isn’t so much casting as it is about getting the script in better shape.

Is that the right move for Hedlund anyway? He’s supposed to start shooting a movie called Lullaby in New York this month with Richard Jenkins and Amy Adams. Jenkins plays Hedlund’s dying father. It’s a family drama and sounds like an actor’s showcase which would likely do more for him artistically than a supporting role in The Hunger Games franchise."

source:

Interesting, I guess. I really don't have a preference for Finnick. No matter who they get, the fandom will bitch and moan about it.