I kept Joey in a little soft crate like this one next to my bed.
86 - X - Wheel Around Travel Pet Carrier in Red Snoozer. I couldn't bear to hear him cry either, I'm too much of a softy, and I was able to stick my hand in the crate and settle him down, I could unzip it just enough for my hand to get in, but he couldn't get out. I fell asleep with my hand in the crate many nights. No crying though.
He woke up at least once a night and I'd set him on a pee pad in the bathroom and I kept putting him on the pad, and he would eventually pee, and I praised him, then I put him back in his little bed, with my hand.
First thing in the morning, I'd take him outside, and also after breakfast. So we trained using both pee pads and outside, but he seems to use the pads the most now, and it's really convenient because I'm afraid of using a doggy door with such a small dog.