I find a stay position hilarious. Both of my dogs (whether they are in a sit position or a down position) watch my every movement (heads bobbing all over the place as they watch me walk around and wait for my release). Max does have a problem with fetch and I'm not sure how to correct it. We will play fetch and he may return the object (ball, stuff animal, etc.) once or twice, but then he gets distracted and starts running around with the object, throwing it around and chasing it. How do you teach him to actually return the object. My other dog does this naturally.......
It depends whether this is a game for you, or if you are shaping a formal retrieve. When it's toys or balls, I let the dogs call the shots. If they don't bring it back to me, the game is over.
If I'm training a formal retrieve, I work on it in a small enough space that the dog can't POSSIBLY play keep away. I will have first taught the the dog to hold and "give" the dumbbell to hand reliably, without me ever giving up control of it. Then, we work on placed retrieves, either in a narrow hallway or in the bathroom, only a few feet away. When we are ready for a thrown retrieve, we start with very short ones, with a second person available to help intercept in CASE of a problem. But by then, the return of the dumbbell to hand has been SO heavily reinforced that they rarely want to do anything but bring it back and get their cookie!