So many people have this erroneous thinking, that when they pick up something and the dog runs that the dog knows they did something wrong.
The only thing the dog knows is that you are ticked.
Dogs are MASTERS of reading body language and emotional pheromones.
If you want to see your guilty dog, go into your house next time, and pick up any object and think about being mad at your dog.
I can drop a kleenex in my floor, pick it up, and look around at my dogs, and they will scatter.
The other thing to remember is that each time a dog is allowed the opportunity to take something that does not belong to him and enjoy destroying or eating it, he has gained permanent reinforcement for that behavior.
You can never take that away.
Prevention is worth several pounds of cure.