Until Creature Teacher answers, I'll tell you what I'd do. I'm sure she'll have some better tricks up her sleeve.
I guess if it were me, I'd impliment the "nothing in life is free" suggestions. You can look it up online. Basically, he gets NOTHING what so ever without earning it, no food, treats, toys, affection, furniture priveleges, opening the door for him, leash on for walks...nothing. He needs to realize that you control his resources and without you, he wouldn't get to live. Your dog needs to learn who's setting the rules. He cannot be allowed to dictate when you can come and go.
You could also ask for a sit stay while you walk down your hall. You'll have to work on his obedience skills a lot so that you can disappear that way. You can start by hiding behind a chair and popping your head out every few seconds telling him, "good stay." And popping a treat in his mouth, but he must remain sitting/staying. You gradually increase the amount of time he must stay while you hide. Of course, he has to have a good sit/stay with you standing near him first before you can go out of his sight. Be sure to use lots of praise, fun and treats for reward. Of course, you won't be asking for a sit/stay when you leave for good, unless you really expect him to sit and stay the whole time you're gone to the grocery store. But practice inside while you're just around the corner will let him think that it's not the end of the world when you leave.
Good luck.