When he has something in his mouth that you don't want him to have, use the words "Drop it' and give him a treat, give him a treat every single time he drops it. This is such an important command and can save his life. Probably you should put up a barrier so he can't get the rocks, and I hope he never tries to get them when they are hot. I would practice this with various things you have around the house. One time when shaking my can of pennies to reduce barking, the lid came off and pennies flew everywhere. Joey brought one over to me and dropped it and I gave him a treat. I was so relieved he had learned to do this, because I know he would have swallowed the pennies otherwise. Anyway, he was finding and picking up pennies for months, even though I thought I found them all, he could get places I couldn't.