Instead of trying to stop him, why don't you give him something to hold in his mouth Like a tug or a ball. It is satisfying for a dog to carry something.
My dog likes to go for the leash too and I let him sometimes pull me along when I'm on my bike but when I tell him 'off' he release's. I think that is the important thing. An 'off' command. Then when you feel like it you can let him 'get it' and then release it again.