What I do, and I'm a glutton for punishment, is I take a cookie and hold it in my hand so that 90% of the cookie is in my hand and 10% sticks out. Then I say "easy" and offer the cookie. If the dog grabs my hand, I say "Ow, no! Easy!" (hopefully your dog knows "ow" already...). That way, they can never accidentally get the cookie. But it can hurt...
Some dogs have a really hard time with it though. Jemma is a teethy dog, and even when she is being easy, she still takes the cookie with her teeth only- just really slowly.