RETRIEVE STEP 2 - Dog takes and holds a raw wiener, then hands it back intact.
This is THE trick. The trick that blows everybody else's trick out of the water. It's AMAZING enough when my dog picks up a baggie full of treats and hands it to me, but when she does this, it just ends the conversation right there with a bang. Mic drop.
My suggestion is that you don't do this until you've had a strong, correct retrieve for about six months, but I wanted to leave it here for you when that time arrives.
You've done a billion holds - offer the object to the dog, she takes it in her mouth and holds it with you for several seconds, then releases it. You done half a billion let-goes - offer the object to the dog, she takes it and holds it with you, you let go and let her hold it alone, then you hold it together again, then she releases it to you.
That's all there is to the holding-a-wiener trick, except of course for the and-don't-eat-it part.
Start with a wiener with a plastic skin on it, frozen solid. Wash it off before you freeze it, and dry it thoroughly, so there's as little wiener juice on the outside of the wrapper as possible.
Before I get the wiener, I have the dog do the hold with my index finger, making sure she WILL take it, making sure she's holding it in the right place behind her canines but not back onto her molars.

Then I put the wiener and my index finger together and ask her to take them together. I'm completely awake and ready to slide the wiener-and-finger out of her mouth sideways if I feel any kind of clamping (slide before you have to scream)(in reality, most dogs will be overly-cautious with your finger). More likely, I'm ready to slide them out of her mouth if I feel her trying to throw them back onto her molars where she can chew them.

See how Syn is holding finger-and-wiener with only one side of her mouth? I don't care. She seems to think she's less likely to succumb to temptation if she doesn't totally commit.
This part takes a while. She wants to get rid of your finger so she can eat the wiener. She wants to clamp down so she can suck the juice out of the wiener without chewing it. She isn't comfortable with your finger in her mouth and wishes you would take it out so she doesn't have to worry about biting you (she's more worried than you should be).
Sometimes she figures out a compromise - instead of taking them, she puts her mouth really close to them and licks. And licks. And licks.
In that case, I find giving a Zen cue (Leave It) and THEN presenting it with the take it cue (Get It) helps sort the matter out in her mind. I know it sounds odd - don't take this, take it - but it usually does clear the matter up.
By the way, if you have several wieners rinsed, dried, and frozen, you don't have to keep waiting until the next day when your practise wiener has frozen nice and hard again.
When she can comfortably hold wiener AND finger, you can try her with just the frozen, still-wrapped wiener (remain ready to pull it out - you don't want her to swallow the wrapper!). I go with five or six wiener-and-finger, then one just-wiener.

As always with a retrieve item, you truly don't give her control over the object until you're very, very, very sure that she's got herself under control while you're holding it together. I mean, while you and she are both holding the wiener!

Big parties for doing this, by the way! The first few times I ripped the wiener apart and let her chase the pieces all over the floor.
From there, you start taking the plastic skin off the wiener, and let it thaw as you're working on it (I start with a frozen one and let it thaw as we work rather than just out-of-the-blue presenting her with a warm one, at least for the first thousand reps or so!).
COMEAFTERS
Move on to an entire retrieve. "Just" follow the steps you used when teaching your dog to retrieve in the first place, being very sure that you're using a hard-frozen wiener for each increase in behaviour.
Teach your dog to retrieve your bait bag. Teach her to ignore your bait bag in the middle of the floor and get the dumbbell, or your shoe.
Bear in mind, though, that the act of HOLDING a raw wiener is enough to shut down the entire room. It really isn't necessary to teach a retrieve as well.