i disagree with putting him in another room when you are eating, because this will not make him learn that he cant have your food.

when you are eating, if he comes near to you, your plate or any other member of the family, you should tell him no, back off, or even if you have to move him backwards a few paces then he will get the idea. vegas is only a 9 week old puppy and she learnt very quickly. i know this works because i have done it with her, its the best method i think. when we eat, she just lays down and goes to sleep straight away, because she must think that our food time is rest time for her.