1. What is the larger argument when v. 39 is put in context of vs. 36-38?

The argument is fuller.

It helps remove the emotional glazing from their eyes as they look at Him and see (and touch) that He has flesh and bones for Him to further demonstrate His physical, bodily, whole presence with them by eating the broiled fish.

2. Now what further implications can be drawn regarding the person of Christ, His work per this context, and the bearing of His work for believers?

As to His person, we can begin by noting how this reveals His tender love for His disciples (and by extension all His disciples, including believers today, even us by the grace of God).  His work involves the reality of resurrection from the grave.  His work promises the reality of resurrection for His people.