my dog has a stuffed bear for the same purpose. when he starts, i tell him to PLEASE take the thing in his room, why he needs to be an exhibitionist about it, is beyond me!
An old roommate had a mutant huge Chihuahua named Josie, and Josie had a special pillow that she'd exhibit great affection for after dinner. I'd never met a girl humpy dog until Josie.