Some dogs don't digest milk well, they don't need it in their diet but if you are going to give it they often tolerate goats milk better. Eggs are fine, mine get them raw or scrambled as a treat and cheese is a high-value treat which they love but they don't get loads of it. There are lots of biscuits and treats which are commercially available - gravy bones, JWB Crackerjacks, Nature's Menu and Fish4Dogs treats are some popular choices - or you can make your own such as livercake or tuna bread. Most fruit is fine for dogs but moderate quantities is best if he's prone to an upset stomach and a lot of dogs also like raw carrots as a treat.
Big no-nos for dogs are chocolate, grapes, raisins, sultanas, onion, macadamia nuts, xylitol (found in chewing gum and some sweets), raw potato, cooked bones, fruit stones and pips which contain cyanide (but large quantities would have to be crunched up) and can also be a choking hazard and corn cobs as dogs can't digest these and they can cause blockages.