None of the usual gentle methods that worked with my 3 previous Yorkies worked with Zoey. Maybe because she is so small and low to the ground (4 lbs.), she just dipped her head and nabbed the treat.
Sounds awful, but I ended up gently pushing her down with my hand over her shoulders, while saying "down." Did it just 2 or 3 times and she figured it out...kind of like "sit." Now she downs like an angel with just a hand signal.