My naughty Tri color male goes around the house looking for any tiny bits of celephane, foil wrapper, metal staple what ever he should not eat. He comes up saying "I'm going to eat it, I'm going to do it", swishing it around in his mouth with him popping the object out once in a while.
He has me trained to give him a treat in exchange for the tiny object.
If I try to get it from him he runs away, I can't catch him, if I ignore him he eats it.
He tried it with my wife, she totally ignored him, he just dropped it and walked away. I tried the same and he ate it!
Remember consistancy is key, they know this as well.
Wow, our dogs love cellophane too. Especially the little windows from envelopes.
Whenever Corky is in trouble for going in the garbage, grabbing something off the table or whatever, he instantly does his 'show me your belly' trick. He has us trained to stop lecturing him because he's so cute when he does that, we just can't help but rub his belly. 
