Our dog was exactly the same, I tried most methods to stop him he was about four months old when he eventually got the message. I isolated him to the kitchen for very short periods of time, did he sulk but that worked.
Turning your back or standing still to him was oh boy its easier to nip a static object. As a pup he used to lay with me on the settee and I daren't breath in case he woke up.
I thought he was going to turn out to be an aggressive dog, but no its a puppy thing. I suspect Duke was younger than we were led to believe so he hadn't had the time he needed with his mum and litter mates.
I found that by carrying him say to the shops distracted him the sounds and smells were more interesting than my fingers.
Sue