I found this one in an agility book and tried it.  My dogs love this more than the liver treats.  Halo especially goes nuts over it.  I like them because they aren't messy in a pocket, the break up into small bits easy, no crumbling.  Also healthy for your dog, very low in fat. 

Banana Bites

This variation on the classic Milk Bone biscuit recipe yields a soft, breakable, treat that disappears down canine throats at a phenomenal rate.  They are also easy to carry in pockets, without the slimy mess of meat chunks, and make great tossing treats.

Ingredients

½ cup hot water

1 medium-size, ripe banana (mashed)

½ cup powdered milk

1 egg (beaten)

3 cups whole wheat or oat bran flour (I used whole wheat)

Directions

Preheat oven to 250 degrees F.  In a large bowl pour hot water over the banana. Stir in powdered milk and egg.  Add flour, one cup at a time, until you have a stiff dough.  Move dough to a lightly floured surface and roll to ¼-inch thickness.  Cut dough into kibble-size squares or use a small cookie cutter.  Bake on an ungreased cookie sheet for fifteen to twenty minutes and remove from cookie sheet immediately.  Makes about four cups of treats.