Henry is always picking up rocks also. I'm always opening his mouth to let them fall out. Our first lab, Chase, hoovered up some small landscaping gravel when he was about 3 months old. No one claimed to have allowed him to do it but a black dog at night can be hard to see, even on the end of a leash. I could tell he wasn't feeling well because he was never an especially snuggly dog and all he wanted to do was sit on my lap. His behavior prompted a trip to the emergency vet where they did an abdominal x-ray and found his colon full of these little gravelly rocks. It looked like a barium enema. He got some subcutaneous fluids and the vet said to just let them pass naturally, which they did. But, this was some pretty small gravel. Even if your pup swallows one, there's no guarantee it will come out as easily as it went in. I'd try to avoid letting him put them in his mouth if you can. For Chase, that turned out to be a pretty expensive snack.