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It's important to note the pressure applied with a choke collar doesn't physically hurt the dog, but it is uncomfortable enough so the dog complies quickly.
Within a few lessons you should be able to slide the choke collar forward into position using the short lead to ensure obedience and keep control, so from now you won't hold the dog.
For medium or large dogs, I recommend a martingale style collar that closes up enough to keep the dog's head from slipping out, but doesn't continue to tighten like a choke collar would.
For example, if your dog pulls, and you put a choke collar on him, but aren't willing or able to jerk the leash strongly enough to be aversive to the dog, the dog will keep pulling.