How can I make my rocky yard more comfortable for my dog to walk on?

Try the rubber lawn mats that come in squares. Look at the Improvements catalog for long runs or Home Depot for the picture attached. They are soft rubber.

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You can get artificial grass from Amazon that is made for this very purpose. It is very reasonably priced too.

https://www.amazon.com/s?k=artificial+grass&crid=1O6CCQ4VXMV2F&sprefix=Artific%2Caps%2C233&ref=nb_sb_ss_i_6_7

Pea gravel is smoother and smaller, maybe that could be an option, or mulch.

I was looking for artificial grass and found this. I've been saving to put it in (it's kind of expensive to do my whole backyard). This is what I'm saving for:

http://k9grass.com/find-a-dealer/

Or you could try something like this:

https://doggielawn.com/?keyword=%2Bdog%20%2Bpotty%20%2Bgrass&matchtype=b&adposition={adposition}&device=c&msclkid=550ad2f3acab1427d37e8fb02a812d1e&utm_source=bing&utm_medium=cpc&utm_campaign=CPCS%20-%20Potty%20Location%20-%20Top%20Placement&utm_term=%2Bdog%20%2Bpotty%20%2Bgrass&utm_content=Natural%20Grass

Stay away from pea gravel or mulch because it gets caught in between their peds and could cause sores.