Having had this problem with other dogs, I've made it a policy from the very beginning to NEVER chase Joey. As a result, (knock on wood) he doesn't play this game. Instead of chasing him, I use "come" & "drop it" commands.
When possible, I just ignore him. He'll often grab a sock (or other item that I've dropped) but I've noticed that if I don't act interested, he loses interest as well - he'll lay it down and wait for me to drop something else. If he's not going to destroy it anyway, it doesn't matter to me if he takes possession of it for a few moments.
On the rare occasions - very rare, thankfully - that he has something inappropriate and doesn't respond to "drop it", I'm not above suddenly remembering it's his dinner time or dropping a treat with a "find it" command. ANYTHING to avoid the chase it game.
Another help is to NEVER punish your dog for coming when called. Even if he has just destroyed something of yours - if he comes when called, he doesn't get in trouble, he gets rewarded. Even if he has just led you on a wild goose chase around the neighborhood - if he comes to you when called, reward him.
Hope this helps!
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