Mine will eat anything too!
I always do a sweep of the house to make sure that there isn't anything he shouldn't have on the floor before I let him loose -- at least until he has a good idea of the things he CAN chew and the things he SHOULDN'T be chewing. When he has something he shouldn't have I take it as a good teaching/learning opportunity!
You can't catch *everything* but make sure it's as hard as possible for him to get into trouble.
As he gets older I'm sure he'll grow out of it!