How do I get my dog to stop chewing on things?

A couple of weeks ago my Puggle ran away and we haven't seen him (put an ad in the paper, posted flyers in our neighborhood, contacted the human society) since. We have a 2 year old boxer/pit bull mix as well. He's always been good and both dogs were always able to stay in the house while we were away for a few hours. Ever since our puggle ran away, our other dog, Ollie, has been chewing on EVERYTHING (but only MY things...for some reason. My favorite boots, my red feathered trees, presents that I wrapped...etc.). I'm guessing he's sad that his buddy is gone, but how do I make him stop? I hate to put him outside because it's so cold, and he digs holes into the neighbor's yard and gets into fights with their dogs.