I don't think there is. I played through that part multiple times trying multiple dialogue paths (had 100 speach) and no dice. Greed got the best of the poor guy, really liked his music too...
Wait we can kill him ? I used speech totalk him down because I hought we wouldnt fight due to the collars ? So I didnt have to save him ? [censored] I wanted his tux, and I wanted to kill Dog too, but again I thought we had to save them because the collars would go boom.