You could actually just use kibble for training as well, but I use Zuke's Super greens or Zuke's mini-training treats. They're made with quality ingredients and are small for training. You could even cut up some celery or carrot, or other fruit or veggie for something with less calories.
To socialize a puppy without shots, personally I just had Lady around dogs I knew, and knew they were vaccinated. Some people say to not even bring the dog outside until the third round of vaccinations, which I think is a bit of overkill. Dont bring the puppy to any dog parks and if you're on a walk dont let a stranger's dog interact with yours. Once all the vaccinations are complete you can put the puppy in an obedience class which will really help with training and socializing, and in general you can just be less careful about the puppy interacting with other dogs. Depending on what age your breeder lets the puppies go home, you might not even have all that long to wait.
Lady (1 year old tricolour) & Gracie (3 year old blenheim)
"Happiness is a warm puppy" - Charles M. Schulz