Before you go any further, let me warn you that you can put about 5 Zappia's in one of me, but hey, you aren't here for the beauty.
In the lower photos you will see how we are each seated and Debbie has the treats and the clicker. I had both my hands full with the dog. The first step is for the dog to be comfortable seated between your legs and facing away from you. (having recently forgotten this and done it with the dog facing me, I think it comes down to which is going to make it easier for you to control the dog). If the dog is worried about that position, take the time first to click and treat and make it a positive place. With the dog facing away from me, I used my right hand (I am right handed) to insert in his mouth and kept my left hand free to control the collar. Again, I don't think there is magic in which hand you use, so long as it is comfortable for you.
The first step in this method is to teach the dog to accept your gloved hand resting in his mouth without struggle, holding it lightly. In this first photo you see Cooper struggling back against me while I hold two fingers across his lower jaw, resting just behind the bottom canines in the natural gap. It is the place where he will later hold the dumbbell. We don't want to teach holding an object with the molars where the dog will likely roll it in his mouth. We use a glove in this stage because the dog will close his mouth and pulse and perhaps try to rid himself of the intrusion. I think the position of having the dog with his back to you helps to keep your hand in his mouth because the natural impetus is for him to move backwards, away from your hand and you are restricting that. Do not just grab the lower jaw and hang on like a rodeo rider; I haven't seen it, but I think it would be possible to dislocate or break a jaw like that. We are only gently restricting their possibility for evasion.
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In the photo below you can see my two fingers resting in that gap across Cooper's lower jaw. Two ways of inserting the fingers are to press the bladed hand against the gums/teeth in front, much like inserted the bit to a horse, or simply to slide the two fingers in from the side, into that natural gap. The second is probably the easiest.
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At first you will click and treat just as soon as the dog accepts your hand in his mouth without struggle and stops chewing/pulsing on it. When the grip is still, click and treat. This is where it is nice to have the extra set of hands to do the clicking and present the treat to the dog. So, your first steps only require the dog to accept your fingers and be still about it. Be sure the marker, whether a clicker or verbal, comes at the moment the dog is calm and still on your fingers. Using the same language that we do in other training, once we lengthen the behavior we can say "good" to communicate to the dog to persist and a reward will be coming. However, in a first session it is enough to only ask the dog to accept your fingers in his mouth as instructed and be stop chewing.
Regarding this chewing and pulsing, imagine if you made this first step using a dowel, as many of us have done. How long before it resembles a toothpick, gnawed fiercely. Most dogs will not grip their owner's hands like they would a dowel and will learn to accept the object in their mouth by holding but not chewing, the same behavior we ultimately desire with the dumbbell. Notice that we are not using a verbal command yet. Add the "hold" command when the dog is willingly accepting your fingers in his mouth and leaving them in place, lighting holding, until you release.
With the release, leave your fingers in place when the click or verbal marker comes. It is the dog's job to take his or her mouth off of the object. You will not pull your fingers away. Likewise, when we introduce a dowel, when the click comes, the dog can drop the dowel, we do not snatch it away. Use one hand to catch it underneath the dog's chin, but once you say "yes" or click, he is free to open his mouth, drop what he has and take his treat.
In these photos you can see that Cooper has relaxed and is holding my fingers properly.
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Here you can see the introduction of the dowel. At first, the head is thrown up and there is resistance. My left hand cradles under his chin and my right hand is used over the top of his muzzle to stabilize. You can see by the hand positions that I am not holding the dowel in his mouth nor am I holding his muzzle closed, I am simply providing guidance... and then the hand comes away.
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****Marco had his first lesson in "hold" today. First of all, he is a squirmy, five month old puppy, so I am simply restraining him and not ordering him to sit. If I told him to sit, then I would need to reward him for that and if he struggled against my fingers would have to correct him, so what would I be helping? Not a thing. I would undermine his happy sit, that's for sure. So, I just held him by his collar. As noted, I had him facing me. That may turn out to be the easiest method at his age and skill level. I might have left this until he was older but Marco is a big boy, and I decided I want to get this over while he is still at a reasonably manageable size. I think that was a good idea! At the moment he has razor sharp puppy teeth, with some adult teeth emerging and it is like looking into a shark mouth. I definitely needed gloves! Still, in two brief sessions today we made great progress and at the end he was allowing my fingers into his mouth and holding calmly. IMMEDIATELY when that happened, my partner clicked and treated. Reward those tiny steps. I will try and remember to take photos of video of his next sessions so that you can follow our progress.***