@elbrant The only thing I wonder about spraying water to correct them is could it backfire come bath time? Zuzu had a dislike for water when we got her and it took a while to train her to like it. Some people on other pet forums use small air horns to stop their dogs from doing undesirable things like barking and jumping, but that doesn't sit well with me because it could possibly damage their hearing.
I have a stainless steel dog whistle that I use to break Zuzu's concentration and it always stops her dead in her tracks. Works anytime I want to distract her from doing something she shouldn't or get her attention. Not sure if it would work for the destructive action you described because the whistle stops them before they commit their crime - she doesn't mind the whistle noise, it just makes her cock her head with her ears perked up. I baby proofed my house when we got a puppy so she doesn’t get into much trouble or destroy stuff, so far that’s worked out well. Now that she’s a bit older I can leave some things within her reach and she doesn’t seem interested. Keeping fingers crossed.