He will tire more quickly if you do lots of direction changes. It will engage his brain as well. I mean, go a couple of strides, ask for a direction change, go a few strides, direction change, repeatedly. But make sure you're not always asking for a change of direction at the same place, so he has to learn to pay attention to you. So have him go 3 strides one direction, change direction, a full circle, change direction, 6 strides, change, 2 strides, change, 2 circles, change, etc. Once he's consistently changing direction on your cue, encorporate something else, such as stopping on command, walking, trotting, backing, turning to face you, coming toward you in the center of the circle, etc.
Let us know how it's going!