Rio had a tough time fitting into most harnesses because she's so tiny. I finally found a harness that she can't slip out of, and it's so easy to put on. It's a step-in harness called a Buddy Belt - made out of soft leather and just one buckle to fasten. Now that's all she uses when we go out on walks - she has four of them (black, tan, light pink, dark pink). Here's the link to the company website:
Welcome to BUDDY BELT (A Division of Class Art Productions Inc.)