Put a hay net in his stall with 24/7 hay. It will relieve his boredom and help his intestines.
If he continues after that, he is just playful and that is his personality. So you could teach him to fetch I guess haha.
Maybe spending a little bit of time in the paddock could be helpfull! Some people let them horses live with a goat, but it depend from the stable rules...
My horse use to play with the box's door: i gave him a ball and changed his box with one with a view. Now he spend most of the time watching the other horses, and the door is safe!
It is not my horse but if I remember well he is about 8 or 9. He sees me every week so I guess he starts to know me now!
How old is he ? He can be stressed, if u don't come often.
Put some toys in his box, I guess it is a sign of boredom. If you can, let your horse in the field or walker so he can be outside.
Some horses love to play and just want an occupation. I let an old lunge hung on the wall and the horse plays with it and do not touch my brushes and my equipment.
Is he bored? Or just excessively curious ?
I know you can find hot pepper jelly at Greenhawk. Put some jelly on the stuffs your horse is used to eat, when he will taste this, he will associate the object to a very bad taste!