Hello, my name is***** and I have over 20 years of experience as a veterinarian. I understand that you are concerned that Rocky is eating his own feces.
Many dogs are drawn to eating feces. In most cases it doesn't mean that they are lacking any thing in their diet or that there is anything wrong with them.
This is because the foods that we feed our dogs are so high in nutrition all of the nutrients aren't necessarily used and the stool may smell pretty good to your dog, not much different from food. Some animals, like rats and mice routinely eat feces as a food source if given the chance.
If he is highly food driven he simply finds feces as a treat.
It certainly isn't a great habit for him as it is a way of picking up with gastrointestinal parasites and introducing more bacteria into his oral cavity.
There isn't much that you can do about his habit except not allowing him access to stools. In highly food driven dogs (which many terriers are) even a severe scolding or punishing him won't be enough to counteract what he feels is the positive reinforcement of finding food.
There are products out, such as Forbid, which make the stool taste bad but this doesn't always dissuade all dogs or sometimes they only stop while on the supplement. And some dogs find the taste of the product distasteful and won't eat food with them on it. You can try them, and they may train him well enough to stop for a while but this way be something that you may need to use on and off with him to reinforce the lesson.
Certainly if this is a new habit for him and/or he seems unhealthy in any other way it is worth having his veterinarian check him over and run some blood tests to make sure there isn't any illness driving his stool eating.
I would defInitely recommend submitting a stool for your veterinarian to check it for gastrointestinal parasites.
In most cases this is a behavioral issue, however in some dogs it is a sign of malabsorption/maldigestion or underlying diseases associated with his gastrointestinal tract , pancreas or liver. If he is especially thin I would highly recommend having him checked by his veterinarian.
Please let me know if you have any further questions.