Those are very good ideas, feeding him in it, kongs, and naps. You can also play training games with him and practice having him go in and out himself. Have the pen open and throw a treat in so he goes in. When he goes in, give him another treat, then ask him to come out. Throw a treat, and treat in, ask for him to come out, lol. When he's comfortable going in and out himself, you can try to get him to stay a little longer each time. Get him to sit in the pen, treat, ask for him to come out. Next get him to sit for 2 more seconds, treat, ask for him to come out. Repeat and build up the time. All good things happen in the pen, all good things happen when he is calm in the pen. He might even start going in there and waiting for treats because of that. Labs and collies are really smart dogs, so yours should be just as smart

What I would do too is to just chill in the play pen with him. Show him you like being in the pen too, it makes it less isolate. Have him nap and read a book in the play pen. Occasionally step in and out of the play pen when he is not in it and when he is. Dogs want to be where you are, especially puppies, so if you want to be in the pen he will want to be in the pen too. I did this with my puppy and it helped a lot. Make sure you have nice toys, chew toys, and a cuddly blanket in there too; or if you are crate training, you can attach his crate to the pen or put it in the pen. If you make the pen such a positive experience, he wouldn't howl or whine. But for when he does cries or howls, you have to ignore it no matter what. You cannot give in, you have to let him know making a big stink will not get him out of the pen, only being calm and quiet does. Also that brings me to my last note, when you do release him, make sure he's calm and quiet, lol. Catch him by surprise and take him out randomly when he's doing nothing. Take him out and put him back in, change it up so he never knows when he'll be let out, so he has to remain calm and quiet when it does happen.