C&B I understand your reluctance to use a check chain on such a little dog. A more gentle alternative is a martingale collar, made of fabric but instead of a clasp has another loop which the lead attaches to. When the dog is walking with a loose lead, the collar is loose/relaxed, if the dog pulls, the collar tightens. These type of collars are popular with greyhounds as they have such pinheads! Fitted correctly, it means they can't slip their collars.
Of course, nothing beats training which you are doing anyway!