OMG!  That would have freaked me out, too.  Good thing someone was quick on their feet!!  Doggie ok - Mommy has heart attack!! 
  
Mine do the snatch and run all the time when they think they've gotten something they shouldn't have.  Sad thing is, when it's food, I never think to go after them, I just figure they'll eat it before I can catch them.  I never thought about them choking!! 
  
I'm printing out the instructions above, and beleive you me, I'll be running after them from now on!