Giving the dog another job to do while he's holding can help a lot. Have him walk around with you on heel. Have him hold, watch a bumper being thrown, take the bumper he's holding and send him for the mark. Have him stay, you walk away and call him to you. Have him sit, then down, and then sit again (if he's trained to that standard) all while holding. Get him doing other things and they forget to be nervous about the hold. I know it works with some dogs, not all I'm sure.