Go ahead and enjoy the outdoors with your pup on the ground. We do all leash walking because our yard is not Yorkie friendly.
My Teddy was not a leg lifter up to 8 months. He learned from his brother.
It is possible to enjoy the outdoors and not become a leg lifter.
Eating things: this is a tough one with pups, but it gets easier. Teach him "leave it" and "drop it." Good for indoors too. I do keep a close eye on my boys outdoors and say, "you don't want that" when they are getting close to something not good for them.