Children learn at an early age to stay away from things that are hot. Now, you are thinking, this approach won't work. It won't work the first time, but if you consistently use these phrases and remove your child, he will eventually get the message. Turn it around into a more helpful phrase. This toy is your sister's and this toy is yours.
Food is to be eaten.
Let's keep it on your tray. When you are finished eating, you can have some balls to roll around on the floor. It is a challenge, but you will be surprised how your child will learn why he shouldn't do certain things because he actually understands. He will also appreciate your understanding that he wants to throw something. A child should learn manners as a normal part of his day and not just when Grandma is around.