Since I live in Canada and I got Twinkie from the US, she had to have her rabies shot before entering the country if she was over 3 months old. She was only 2.1 lbs when I got her at about 5 months old. Her shot was given to her the day before I got her and I don't believe she had a reaction to it. That's not to say that your little one won't have a reation as all dogs are different.
My sisters 6 lb chihuahua CANNOT have rabies shots as her reaction is so severe. Depending on where you live you may not need to get one. One of my chihuahuas doesn't have hers as it is not necessary where I live, the other one got his just before I got him and he was just over 1 lb (he had a small lump from his).
I'm sure it will be okay if you have to get it, just keep an eye on them after in case there is a reaction. Also, the vet can do precautionary things for reactions - my sisters dog got benadryl and some kind of injection before the rabies shot the second time around. Hope this helps - I wouldn't worry too much
