Lots of people use Cheerios - you can even break each Cheerio into smaller pieces too. I really like the soft Buddy Biscuits -- made by Cloud Star. They are soft and chewy and easy to break apart, plus they are so cute, shaped like little gingerbread men lol. They are also low in calories and fat.
I think Zuke's are about 3 calories per treat and again, easy to break in half. Or you could just use chicken breast and break it into tiny pieces.