In Schutzhund we have several situations where we want the dog to calmly hold an item in its mouth. This includes both the dumbell and the sleeve.
While playing with a puppy with a toy begin to stroke it's chin and under it's muzzle. Keep the toy moving at first so the dog does not let go. Begin to hold your hand gently under the muzzle still moving the toy so the dog does not let go, move the toy less and less until you can get the dog to stay still and calm with the toy in it's mouth. Do this regularly while playing, hold the dog still for a moment, and then go back to playing. Gradually build the length of time the dog can stay still and calm. The dog will learn that it is ok for the handler to touch it's muzzle and will also begin to calm as soon as you put your hand there. Then when you don't need to hold the toy anymore, you can use your other hand to stroke the dog, further calming and reinforcing the behavior.
This is excellent for protection training where you want the dog to calmly hold the sleeve. This is now a relaxing and pleasurable position for the dog so it can also help to reduce stress and allow the dog to take a breather during protection.
When training the retrieve, you can use the hand under the muzzle to achieve a nice calm hold on the dumbell. Then gradually use the hand less as the dog learns the hold. Apollo learned this procedure to the point where if I put my hand out palm up, he will run over to me and put his muzzle there. Many dogs flinch away from contact with their muzzle and / or a hand coming too close to their toy / bone / other prized item. This exercise can also help to reduce conflict in this area.