I am not a fan of leashes. That's not to say I disapprove of them. I just don't see the usefulness of them for my teaching. So I can't give you much advice on using them. I've seen them used often on the hill for skiers. These work, but there is a basic problem where you're pulling junior into the backseat when junior is already predisposed to be in the back seat. I've never seen leashes used for teaching kids on boards, but I have seen them used for adaptive snowboarding. They do work for riders also, but their turns are going to be limited (e.g. you won't have any control over a toe side turn when their back is facing down the hill away from you). You are basically using the leash as a safety device to prevent excessive speed. As far as the mdxone goes, I like the design with the handle on the pack.
For skiers, I've seen a youngster as young as 9 months on snow with Dad using a kid ski device. I would not have believed it if I hadn't seen it, but I also met older siblings (2 and 4 YO) who also started young using the device and were skiing very well. I can recommend this for a parent who is skilled with teaching children. I've taught 3YO's to ski with just using my poles in various configurations (e.g. from the side or from behind where I hold the baskets and either cross the grips in front or let the child hold the grips in front of them) or just skiing backwards in front of them holding my hands up and letting them push against me (preferred) or me holding their tips together in a wedge (simulating an edgie-wedgie device) or me skiing behind and using my skis in a wedge in front of the child's skis. These techniques are a lot more work than a kid ski or a leash, but they are also more effective.
I've also taught 3YO's to snowboard, although for the ones I've taught it was more like surfing for them. Burton has a special program for teaching 3-6 YO's to ride that I have not been trained in. I can say that the gear I worked with back in the day was a nightmare for 3YO's. Burton's gear is rumored to be much much easier to work with. Back in the day, the preferred method of teaching as "pitch and catch". If I had to teach a 3 YO now, I would use my "power assist" method (which is not a "blessed" teaching technique). You may see many snowboard instructors doing "hands on" teaching by holding a students hands or arms. Power assist involves riding side by side along the students heel side edge and controlling their movements via hands on hips (there are many other variations of "hands on positions"). This teaching approach provides the instructor with a much better ability to prevent falls and directly guide the student into effective body positions and also facilitates reducing the amount of power (assistance) as the student improves.
In general snowboarding requires more control from the ankles than skiing does. Since kids grow from the ankles out, the chances for success for a 2YO are higher on skis. In my opinion. Burton would probably beg to disagree, My experience is that 3YO riders can not generate significant edge angles for turning a snowboard without assistance. A leash is not going to help with that.
We have a lesson program at my mountain where we teach parents how to teach their children. For most of these lessons that I teach, when the parent sees the work that I do, they change their mind about learning how to do what I do even when I show them the easier methods. I have met a few parents who have been successful teaching their small children to ski or ride. I have met many who've done okay. I have met more who have had disasters trying to do the job themselves.