By the time Oliver was 4 months old he was well on his way with the first steps of training. With a service dog you rarely want to say NO.
If they have taken something that does not belong to them or is not something you want them to have you try to stay calm and gently ask them to come and quickly replace it with something that is theirs or a treat. The trainer always has to remember that the one item they do not want the dog to have may very well be one of the items that the forever person they end up with will need them to retrieve.