Look for a ferret harness at a pet store or online. Several members here with tiny pups used them.
Yorkies are prone to collapsed trachea, a debilitating and deadly condition. Using a leash attached to a collar puts too much pressure on their delicate necks.
For leash training, try having a helper stand 10 feet in front of you and Miso and encourage Miso to walk to them. Maintain a calm and confident demeanor yourself and say, "Let's go" happily as you move forward.
Max took a few days to get off of our driveway, but then he was off and walking. Practice every day and Miso will probably do the same.
Also, be careful with the cheese. Yorkies are also prone to pancreatitis and fatty foods like cheese can be one of the triggers.
__________________ Kristin, Max and Teddy |