This has happened to me twice. The first time I panicked, gasped, and said "Omg, you're holding my dog! I don't let anyone hold my dog", and I grabbed her back. An extreme reaction, I know...but I kinda freaked out.
The second time, the person had only *just* started to pick Missy up and I said, "Please don't pick up my dog!". She set her right back down.
I've learned first hand how easily these little dogs are broken. *I* broke Missy's leg by letting her pounce off of my hand 4 inches off of the floor. Plus (and this is the excuse that I give people who ask why they can't hold her), I don't allow my 3 children to hold her unless they are sitting down and she is in their lap, so I don't feel it's fair to them if other people get to hold Missy.
And they are wiggly! Missy doesn't like being held by most other people. She will constantly be looking at me like, "Ok Mom, you're going to grab me now, right?". She's kind of a snob
