Nylabones are meant to be chewed down, and the nylon fibers are meant to pass through the GI tract undigested. As they are chewed off, they clean the teeth. Usually it takes a little while to get the points off. If a dog is going super fast, then that may be not the right chew for them, but the fact that they chew the bone down over time is not a problem. For a smaller dog, you could keep it longer but for a bigger one, once the ends are gone it is probably time for the trash.
I would not get anything smaller in nylabones than the "souper size" for a scottie. My dogs in that size range all chew souper sized nylas and they do just fine and enjoy them thoroughly. I've never used a smaller one except that I did try a mini one for Tink... which Ziggy got hold of and bit in half. Experiment OVER. The chis don't show much interest in the big ones, but they have really tiny mouths. They will chew small soup or marrow bones, though. I just have to be sure stuff is safe around the bigger knuckleheads.
I would consider trying them on the souper sized nylabones, or look at the antlers, or both. Mine also like raw marrow bones, which I cut most of the marrow out of (otherwise they can be a little ...rich...for the GI tract) and then they clean out the rest of the way outside before being allowed to bring them in. They like knuckle soup bones as well, but they end up chewing up and ingesting those, and they have to start and sometimes finish outside, depending.
Agreed that all chews have up and down sides. I think it's not so much risk tolerance though, as chewing style that really controls. I can't have anything like a rope bone around because Pen eats them. Fast. Like... five minutes. So... none of those any more. Ziggy would eat a kong, I'm pretty sure, as she's destroyed toys that texture. You have to find the right chewing thing for that dog or those dogs, and it has to be safe for all the dogs exposed to it, or given separately, which is a hassle.
And if you don't give them something to chew, you get to find out what they choose. Mine tend to wood and other random vegetable matter. Sigh....