My moms Chihuahua is the same way, she won't eat dog food and there isn't much choice out there small enough. I say she is just spoiled but hey theres nothing wrong with that

She kinda likes pedigree small bites, very small kibbles round and bone shaped, and she loves puppy food (ask your vet if its okey for him to have puppy food, ours said due to her small size it was alright but to mix it with adult food) and she likes caned food aswell. I don't like canned food because the hard food helps keep thier teeth clean but that is up to you, if Ricky likes to chew bones I think his teeth would be alright. My mom whent around to the pet supply store and got those little trial bags to see if she liked any of those, go to your pet supply store and they would be glade to give you some to try.