No, I agree with Riotous, I wouldn't click this either, it could potentially just confuse the dog as you click as you pick it up and he thinks 'bingo, that's that job done!' when really the exercise isn't over. You want him to keep sitting put, keep ignoring that particular dummy and be ready for the next command so I would just pick up, 'gone away' and carry on with the exercise.
Gone away is generally part of an ongoing exercise iykwim. For example while we're on the beating line birds will obviously be being shot in front of us but I don't necessarily want Rodaidh to keep picking up as we go along so if he sees a bird fall and marks it but I don't want him to pick it I'll tell him 'gone away' and cast him on to keep hunting in the direction we were going. He knows that that one's not for him but his job is to find the next one. Likewise if at the end of the drive the guns want to send their own dogs out for their own particular retrieves I can 'gone away' Ro from those ones and redirect him onto the 'free' birds that need to be picked.
