Fibbing

So Lyndon has started fibbing to me. I'm not exactly sure how to handle this. They are tiny little lies, but it honestly is starting to bother me. It's always obvious when he does it, because it usually has to do with sneaking cookies or candy before dinner or into the bathtub with him. I know he is doing it because he doesn't want his little treats taken away, but c'mon. Last night, knowing that he snuck a 100 calorie pack of chips ahoy into the bathroom (there were chocolate chips floating in the bath water), I asked him over and over again if he knew what happened to the cookies that were in the empty bag sitting next to the tub. He said he didn't. I didn't yell at him at all, I calmly talked to him about how much I trust him and how important honesty is and that if he says he doesn't know where they are then I believe him. I guess I was trying to guilt him in to fessing up. It didn't work. We moved on. But he has done it before and will do it again. I guess parenting is one big game of trial and error! Any advice would be greatly appreciated.