Never ever any heat treated bones, just raw. If you are really concerned about bacteria contamination (which is generally not an issue unless you are in a very warm climate and in areas of the world where meat handling procedures aren't strictly controlled), dip the bone in boiling water just a few seconds, or pour boiling water over it in a sink. Don't boil it though, since application of heat changes the structure of the bone matrix and makes it brittle and prone to splintering.
If your dog isn't accustomed to eating bones yet, start with softer ones like for example beef neck bones (also often labeled "chuck neck") or large beef ribs.
I highly recommend staying away from weight bearing bones of cattle and other large animals, since they are the hardest, densest parts of the skeleton and can not only easily break teeth but also greatly wear them down. You find these commonly sold as "marrow bones", most often in "O" shaped cuts. Don't buy them, it's not worth the risk of dental damage. The only part of these long femur bones that's safe are the joint knuckles, since they are much softer. Either have them sawed off, or if you can only get the whole femurs, take them away after the knuckle ends are chewed off.
Lamb and veal bones are much less of a problem in that regard since the animals are slaughtered at a younger age while their own bones are still developing. My own dog (only 28 pounds) can eat a lamb femur completely, with anything left over.