There are many ways to do this but what I like to do is teach Hold either on the table, truck bed, or while sitting on a bucket in front of the dog. Once the dog has the stationary hold down well, start getting him to walk on lead while holding the bumper/bird. This takes time so have patience with him. The first few steps are the hardest and you might have to walk in a position so that you can monitor his hold. I like to say hold softly as I'm doing this. If the dog drops the object put it back in his mouth and reenforce hold. This takes time. Once that is done and he is walking on lead with the object start doing your obedience routine while he is holding the object. Sit/whistle, Remote sit, Heel, Here. After all these steps are done returning with the bird and coming to Heel without dropping shouldn't be a problem. Like I said this is one of many ways to teach this. Just stay patient and consistent.