It might work. Many years ago I had a very wealthy customer whose wife took in rescue dogs. She had a black Lab that would chew through the sheetrock below the chair rail in her kitchen. She called us in to repair the damage and repaint below the chair rail around the kitchen. A few months later the dog chewed through the wall in another spot in the kitchen. We went back to do that work along with other work, and my brother asked her if she'd mind if he tried an experiment, adding cayenne pepper to the paint. She agreed to it, and we came with Cayenne pepper the following day. Over the years we were back in that house quite a few times, the dog never chewed through the sheetrock again.