Jackson's picky too. He won't eat the hard biscuit type.
He loves Zuke's training treats. They're really tiny, small and soft and come in 3 flavors I think. About $5 for a 8oz bag of them. You can get them at Petco
There's a few other brands that also have the tiny training treats that are soft that he loves... one of them is Bil Jac I think? It's a little purple bag with a yorkie on it.