Rio wears only BuddyBelts as she can't bite them and can't wiggle out of them. They're a bit pricey but made of high quality, soft leather. They are step-in style, with just one buckle on top. They come in lots of colors too.
I've attached a picture of Rio in her BuddyBelt - sorry it's not a very good picture but you'll get the idea. Also, here is the website:
Welcome to BUDDY BELT (A Division of Class Art Productions Inc.)