We're from OK too! Norman here.
We NEVER skip heartworm preventative. Because it hardly ever freezes here, the mosquitoes sometimes don't die and can be a problem year round. I recently did a presentation in my Parasitology class over heartworms and they are yucky! It can take up to 6 months for a dog to test positive for heartworms and by then it's too late. The treatment for heartworms is dangerous and expensive. I just wouldn't risk it. We give Interceptor and while our Yorkies are bigger, they do well on it. It has the lower 0-10lb dosage which might help.