What I do is I let the cat catch the dot, and right where the dot was, throw a treat. So it's almost like the treat came out as a response to cat catching the dot. I could automate this, but I won't because it's so much fun for me too.

She loves it. I also make a 'buzzing' sound with my mouth whenever the dot is out. This does an amazing job at training the cat to come running to me whenever I make that 'zzzzzz' sound (which can save their lives at times).