He has to show some anxious behavior before hand, the best thing to do is stop him before he runs up to you to do this. Use a vocal command, "sshhh" or "eehh" what ever works for you and him. I would try to stop this behavior, sometimes they may develop other dominant behaviors.
This is exactly what Lucy Belle does! She loves to play with shoelaces. I just try not to put on my shoes anywhere near her but actually, this really doesn't bother me much, except that I am afraid I might tie my shoelace along with her whiskers!