At work we used an xpen around the treadmill so that we could mill dogs while training/playing others and ensure they don't bounce off to join. At home I use a loose fleece lead from rush to tug tied in a breakawayknot, enough tension to discourage getting off (Sloan likes to jump off the front when excited, backup gets distracted and slides back) but not enough that it won't release in an emergency. I used to use a harness and cross tied leads for Arnold on our human treadmill. I always use a collar/leash when first training, I use a hand in the collar to show the dog how to pace themselves to reduce the chance of panic. Not the best photo but that's one of the work treadmills behind big ears. Sloan on my dog pacer with the loose leash, it's slipped in this photo but I try to hinge it higher usually.