I like to start training things without verbal cues. A lot of small dogs seem to fear a large hand hovering over their head. Try petting them from the side or scratching their little chests instead. Gain their trust first, and then eventually slowly get to petting their head.
From my experience, I found that training via a hand signal first is very effective. If you're having difficulties - get a clicker, they're amazing!
If you can't seem to get them to come over, you could try 'forming' the command. First click and reward them looking at you. Then click and reward them approaching you. Then click and reward them coming all the way to you. Then click and reward them for coming to you and sitting. Once you feel they're kind of getting the 'come' command via hand signal, you can incorporate the verbal 'come' command.
If you have an issue with them just running away during your training session, you could put them on a harness and leash. Step on the leash so they are a fair distance from you. You can start with a close distance and then gradually let them stand farther and farther away from you. And then eventually take the leash off.
I like starting with hand signals first, because then you don't teach them to ignore the verbal cues. I.e. if you constantly say 'come' and they don't actually come over... the word 'come' ends up not meaning much to them. I also find some learn a little faster with hand signals.
For continual training (not just the short training sessions), I'd suggest to somehow
always have treats on hand. Give them treats randomly whenever they come to you - to keep them on their toes. Basically it teaches them that whenever they come to you, it's awesome! Eventually give them treats intermittently as they learn to always come to you. I still occasionally give mine treats for coming to me when I call them. Treats or a really good massage.
