Yes, please use a harness! It can be really bad to use a leash on them because their necks are just so small and a small yank can hurt them. Make sure the harness is tight, but not too tight, and they shouldn't be biting it. You could also spray some Bitter Apple or something they don't like on the harness so they don't bite it.
And the more they wear it and use it, the more they will enjoy it. Yoda actually puts his head down now when I get the harness out, because he just KNOWS we're going somewhere fun and he gets to see people or do something outside, which he likes.
Good luck!