Lexi didn't go for the cheerios. I tried other, natural, types of treats, but she didn't go for them. I didn't like to use them, but I was breaking Snausages into very small pieces.
Then, I ordered some things from Cindy (chattiesmom), including both types of Yorkie Yummies. I got the big bags, and thankfully, Lexi LOVES them! They are the perfect size too, so I never feel like I am "overtreating" her. The others were sometimes hard to get into small enough pieces.
She also loves cheese, although that's a very occasional treat.