...that you can teach them, is that you have no more, so that they give up immediately, and walk away.

I say, "All gone!" or "No more!" or any combination of those 2.

Then, I hold up my hands, palms toward him, while saying it.

Because I've done it always, when I do, he literally walks away to do something else, rather than continuing to be hopeful.

I do this with everything - dog treats, training treats, dry popcorn, etc.

It's funny that you posted this, as I was going to post something on this very subject after I was in a SD discussion on it. TGM's!