They will be enjoying your things so much because they smell of you (which is comforting) and because when they take them you try to get them back (which is fun).
Kongs, Nylabones, Dog soft toys (please do NOT give child soft toys, someones dog on a forum I belong to died recently after ingesting the contents of a childs cuddly toy), any dog toy really are all good.
BUT you have to make the toy interesting they won't automatically know it is theirs, so play lots of games, act like you want the toy, throw it in the air a few times (while puppy is watching obv.) try to 'guard' it, hide it, find it, basically make it look like the most fun thing ever, this way it becomes a highly prized item for your puppy, and then praise, praise, praise whenever they are chewing it and also stop what you are doing and have a game with it and them, when they steal something they shouldn't take it away calmly and with out comment, then instantly offer one of their toy and have a game, they will soon learn. If you cannot get 'your' item away from them without chasing, then find one of their toys and begin playing with it they will soon lose interest in what they have.
It is very common to ignore puppies and dogs when they are convieniently doing the right thing, if you make a huge fuss of them, treat them and play with them every time you see them quietly chewing their own toys, then chances are they will do this more and more.
Sorry, that was it bit mamoth hope it helps