What is the best way to fire a lawyer, with complete courtesy and recover all documents which were given to him by us?

I am sorry you feel the need to change attorneys but better you do it now than later. The documents he has are YOURS. Everything except his notes which belong to him. Typically the new attorney will prepare a letter for you to sign asking your file to be shifted to the new attorney. You might customize that letter by mentioning you appreciate his work, have only good things to say about him but found someone you feel more comfortable working with.  Even the best attorneys get replaced from time to time so I am sure it won't be a big deal for him. Good luck.