I'm generally of the opinion that if a treat that is formulated specifically for dogs is given in tiny quantities and the dog has no allergies to it, it is probably okay. Just like in humans, oils, salt and the like aren't particularly healthy, but unhealthy things won't kill you unless you eat too much too often. I let Penny have a Milkbone every now and then when the apartment supervisor offers her one even though I know they aren't the best thing for her, but as long as it is a rarity rather than the norm, it doesn't hurt her.
That said, have you tried bits of carrot, apple or other fruits or vegetables with your pup? Most dogs really love those, and they are healthy enough to give every day.