I think it is never to early to start leash training, honestly I worry about a bird snatching lilah up in my rural area or her sniffing out a raccoon and picking a fight. So many scary stories on here about off leash yorkie's, I would say go for it with the leash

a definite second to the harness. I have had my interest piqued by the buddy belts:
Buddy Belt Harness another yt member here sells them and also recall seeing a silk no tug harness from another yt member... Shoot I wish i could remember who right now, they were beautiful and I love the no tangle concept. You should check them out