I also have a picky boy! Even when he was little, he would always turn his nose up at any hard 'biscuit' type dog treat. He loves anything meaty and soft. Zuke's Mini Naturals are awesome! They are about the size of an eraser and only 5 calories each. I usually even split them up in half for training. Natural Balance and Wellness brands both have good square shaped treats that work really well too
Both can be found at Petco. Also, there's a few treats sold at our local pet store that is 100% dehydrated chicken jerky or 100% dehydrated liver.
http://www.petco.com/product/108510/...t=OnSiteSearch http://www.petco.com/product/106455/...t=OnSiteSearch http://www.petco.com/product/105146/...t=OnSiteSearch http://www.petco.com/product/110948/...t=OnSiteSearch