OMG - I love Henry's name!!
We use the squirt bottle. And my husband had a little trouble with it making Coby bark
more. But it think it's the attitude you squirt with. My hubby was squirting with an "I'll fix you" attitude.

And mine was more of a general consequence. When my husband stopped the attitude, he had better luck.
We also just have to pull it out a lot of times to get him to stop. I am thinking about getting a tiny one as a travel one. You can't get a good squirt gun these days that doesn't leak. A tiny one of those would be cute. Of course, we'd probably be "detained" at the pet store though for something like that!!
Good Luck. Nothing goes through you like a Yorkie's bark!!