I allway start my dogs with live pigons i catch with a net from under over passes.
I live in houston tx. and i have no problems with the cops.
They just ask me what im doing and most say hmm thats cool.
When i start training with birds i just pull the wing feathers from the bird.
take the puppy to a field. Have the puppy on an long leed and throw the bird out a little. Then send the pup after it. The pigon well run most of the time so the pup well chase it right off.
If the pup will fetch a ball or a bumper he will fetch the bird.
Just use the leed to get him to bring it to you. If you get the bird from him fast you can use the bird for days.
Most of the time they wont kill it. So you can get a small cage and put the pigon in. Just feed and water it and it will stay alive for the next time.