I just tried doing this with my pup for the first time. I spent about 3-5 minutes in the kitchen and was able to get her to hold it for about 10-15 seconds. I armed my self with a small handful of kibble and went out looking for a something made out of wood [in Art of Trick Dogging, Emily (Kikopup) uses raw hide sticks before switching to paint brushes].
I was looking for a pencil, but I couldn't find one, so I grabbed a small wooden stick from my backyard. She took the stick right away, but wanted to chew on the stick, and refused to eat the kibble.
So I ditched the stick, then went into a drawer and got a plastic marker. Then I upped the reward by busting out a slice of ham.
Next I put her in the sit position then place the plastic marker by her mouth. At first my timing was off and I was clicking when she took it. I got better success when I clicked her just reaching for it. Then I started giving it to her and walking a few steps back and clicking while she was walking and holding. After a few rounds I started running away and having her run in the hallway. She was good while holding and walking from one end of the house to the other and back.
I then wanted to see if she'd hold it in a sit position. When I did that, she acted like it was a brand new game. So I started off from the first step, of clicking when she reached. Slowly worked up to 10-15 seconds. I ran out of ham so I couldn't keep going, but she was still wanting to work.