
I think you are going about it the right way, but maybe, since you arent wanting to feed her a lot of cheese, then try using a portion of her meal. So when you take her out, maybe do it at the time for her meal, and use the kibbles as treats, so she is not getting so much cheese, which can cause an upset tummy.
Sometimes pups, no matter how used they are to the leash dangling, the first comple times when you are holding the leash, its new to them so they react the way you are describing.
Good luck, and keep up the hard work!!!!!!