Oh congrats. Used to show Shelties in Confirmation and Obedience. Most do very well with training.
Hope you are dealing with a reputable breeder as they can have health issues.
I used to use various things for training but most are not what you are looking for. Karla knows more about food.
Sometimes, I would just poach then bake chicken breasts and use small pieces. Used calf's liver too. The chicken is less messy.
For all my own & all new fosters (Including puppies) that arrive here, my favorites are Merrick's Lamb Lungs or Ziwi Peak (food or their treats).....Can be broken into as small a piece as you want.......Karla