I did one about a month ago with my brand new OTTB. He did awesome, and it really helped me figure him out. I learned that he doesn't hide his fear at all, and there were a few times where I could feel him shaking, and once where I could even feel his heart pounding in my legs! But it wasn't for long and he did everything I asked him to do, gaining quite a bit of confidence. It was a super stressful experience for me, so not a lot of fun, but I really learned a lot about myself and him!
We did a lot of what you described (except the dog!!). They had a stuffed monkey in a stroller that they would walk up to the horse and using a string, pull it's arm up to 'pet' the horses. They also made a Tunnel of Death (as I called it haha) out of black trash bags, blocking all light out. The horses would have to walk through it and then they would add caution tape hung down from the top that would catch on you, the saddle, whatever, and touch the horses as they walked through it.
Ours was put on by a local PD's mounted unit as a fundraiser and had trainers and safety people almost 2 riders to 1 trainer, so we got lots of individual attention. Super cool