Immediately and firmly say NO, BAD DOG, while holding eye contact and pointing at them. Then move on. The key is that you have to do it every single time. Dogs need total consistency or they get confused, or try to push the boundaries. The more intelligent the dog, the more important discipline is. But don't turn any discipline into an ongoing punishment. Sensitive dogs get their feelings hurt really easily if you continue shaming them. Say no immediately until you see it had an effect, then redirect them to positive behavior and praise them. They respond a lot better to praise than punishment.

The cool thing is that the more intelligent the dog is, the fewer times you need to praise the right behavior before they learn whatever you're trying to teach them. Also, sensitive dogs respond really well to praise. Being told they're good absolutely makes their days. My little Pomchi learned tricks after about 5 repetitions, and retained them for years, even without doing them again. Some dogs are crazy intelligent.