in the beginning you want to just ALWAYS reward him for coming to you, always! and it needs to be a better reward than the yummy smells he is checking out, so you can compete with it. Since Shelties LOVE food, for them it often means a good treat... make it TINY, little treats, like tiny pieces of cheese or dried liver, in all your pockets and reward reward reward for good behaviour.
Don't SHOW him cookie because you should NOT lure him, because then his behaviour will be about a cookie instead of making his own choice of prefering to be with YOU ... that's how that gets old to dogs...
This will be your best training method in the beginning to build value for yourself and establish lots of trust, he will love coming to you and being close to you will become second nature, because a lot of good things and ONLY good things happen when you call his name. Never call him for 'bad' things like a bath, or anything he doesn't like... go and get him and never be harsh...
Second tip, always run the other way NEVER, EVER chase the puppy.... make McKinely chase YOU.. that's also makes you more fun, lol and easier said than done

ALso satisfy their herding instinct for a little bit, so even that can become a reward, play time with you! Be prepared to be silly person to encourage puppy playing with you

But always run in opposite direction... make him follow you... otherwise you're teaching him running away from you is a game, almost impossible to untrain later!