Yes, you need to be careful with larger bones from weight-bearing animals.
Personally, most of my dogs get their bones from edible bones (i.e. ground up in patties or poultry like turkey/chicken backs and necks or carcasses - poultry are not weight-bearing animals, so their bones are softer and are safe for the dog to consume).
My babies: Sassy - Maltese X (9), Furby - Shihtzu X (7), Brynn - Boxer (3), Diesel - Boxer (1)
"Many of the Earth's habitats, animals, plants, insects, and even micro-organisms that we know as rare may not be known at all by future generations. We have the capability, and the responsibility. We must act before it is too late." - Dalai Lama