Cindy's Answer
The more experience I get with dogs the more I "pick my battles". Since you've only had him for a short time, why push him for something he's not quite ready for? I have a Chihuahua now and when I don't want to put her in a position to practice the wrong behavior I simply pick her up. I see nothing wrong with setting him up for success, so I would probably carry him to the park and let him run on the long line and then pick him up and carry him back home. :)
I also have an 80 lb male German Shepherd so it's kind of weird having a 4 lb dog as well. She's gotten pretty good at riding tucked inside my jacket on cool days or simply being carried but like your new dog, she's got a lot of food motivation, energy and drive.
Just continue working your loose lead walking in a low-distraction environment for now and let him settle into his new home completely.
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