Blue Dog treats are definitely healthier than Milkbones & Beggin Strips... they don't contain any meat, but they're fine as an occasional treat.
I bake my own dog cookies, for MUCH cheaper, and all the dogs I know go crazy for them (whereas they're just meh about hard store bought biscuits)! I use chickpea flour, honey, peanut butter, minced bacon/grease, an egg and baking powder. When I need some high value training treats, I'll use string cheese, boiled chicken, and dried chicken hearts & gizzards.
I'm sorry if this make me look like less of a dog snob *gasp*... but I REFUSE to pay $20 for a freakin' bag of dog treats! An 8 oz. bag of treats should not cost more than 5 lbs of kibble. My mind is blown by the amount of expensive, 100% meat treats out there, when you can buy fresh meat and make pounds of treats for way less.