I'm the same way, worried about the choking with the ice cube. Heck, also that he may be getting too cold as Bodhi's front paws get wet. I'll have a towel nearby to keep wiping his paws.
I use the plastic applesauce cups for an ice mold, then invert it into a glass casserole dish. There are never any saturated spots on the carpet as it is always being kicked around.
The moment he begins playing with another toy, I'll put the ice cube in the sink.
I won't let him see me take it away, though.
Does anyone actually see their puppy using it on their gums? Seems like Bodhi is just having fun with it.