Hi there,
I don't have a Sheltie, but my Ridgeback pup couldn't manage the harder bones in wings until he was a little older. We found he managed the soft bones in chicken frames best, and because they are larger and an awkward shape he spent a lot of time chewing. I would supplement the high bone content in these (about 30%) with raw meat (roo or chicken) to bring the meal down to 10 % bone. I also used to bash the bones in chicken legs & thighs with the back of a knife until he could cope with these as well.
Have fun!