My dogs get yogurt and love it. We do freeze in kongs occasionally, which they really look forward to (especially on hot days)!
My unpopular belief is that low calorie and/or low fat “weight control” foods are about as effective as low fat cookies and lean cusine (for humans) are. Have you spoke with your vet about the weight issue? Depending on his age, breed, etc. they may want to do some bloodwork just to make sure everything (inside) is working as it should. Sometimes weight problems are medical in nature, which (if addressed) can make the weight loss journey so much easier on everyone 🙂
Cheers!
