Do you punish your pet?

I do corrections with my dogs. When I catch them in the act of, let's say, burrowing under the pillow when they're not allowed, I confront them right away. I give them this energy as if I'm angry and I would say "No" using a deep voice. They would usually get what I mean by that. After that, I wouldn't play with them for a while. I would then get back to them in a couple of minutes. But I never, ever, do physical punishment.