A lot of trainers would say dried liver is probably one of the highest value treats. I usually found small bits of cooked sausage, or cubes of cheddar cheese worked well. If you have a dog that easily gets any kind of gastric upset or gas, I would avoid dairy products entirely.

The other thing is–the treats should only be about the size of a peanut–not a whole peanut in the shell but just an individual peanut at most–or say, 1 or 2 peas, so they shouldn't be adding a lot of calories on top of your dog's intake. Food treats aren't supposed to be large chunks, at least not for this tiny breed. And you also need to subtract the amount you expect you are going to be giving in training treats from the dog's overall daily intake, so on training days or while you are going through the process of house training etc., just feed your dog less and allow the treats to fill in that gap. This is actually what is suggested by trainers like Ian Dunbar anyway–don't give your dog meals in a bowl, instead use the pieces of dry food as training rewards throughout the day. A hungry dog will be pretty darn motivated by a single piece of dried kibble!

I've never actually bothered with buying lots of costly training treats. I have found that using cat food works perfectly–it is quite smelly (because cats like food to be smelly and so it is made this way), and it has a higher protein level than dog food, and the dogs love it–plus the pieces are really tiny and just the right size as training treats for a cavalier. Buying a single small bag of a good quality dried cat food like Royal Canin etc. will cost far less than the equivalent amount of tiny packages of expensive dog treats.