Clara's eyes haunted Missy, ever since they first met back at St Paul's. Clara's eyes reminded Missy of a puppy dog's eyes. That's sort of why she threw that barb at Clara ("You see that couple over there?" Missy said, before pointing to a couple walking their dog. "You're the puppy.") when they were sitting at the table in the square in one of Earth's hot countries. (Missy couldn't be bothered to figure out where the hell she was on Earth at that time. She still doesn't give a damn.) But, to be honest, she still thought Clara was, and still thinks Clara is, the Doctor's pet, always willing to go wherever the Doctor wanted her to go, most of the time. (And it's what Missy wanted, anyway. All that chaotic potential in a Doctor and his companion. Maybe Clara would be the way to finally get the Doctor to feel what she's felt for the longest time.)
Missy knew the Doctor's pets were hard to track. She heard about the ones who died, like Adric for instance, hurtling towards his death before the dinosaurs on Earth died out. But a lot of the Doctor's pets were on various planets in various time periods throughout time and space. Some of them didn't recognize Missy or any of her previous incarnations--Donna, for instance. Someday Clara would be hard for Missy to track through time and space. Real Clara, not one of those duplicates Missy sometimes came across in her journeys. Living, breathing Clara, not that strange Clara who's attempting to fly around in her own TARDIS with that Viking woman who has tried to stop her schemes before, the woman who calls herself "Me." As long as Missy could find real, living, breathing Clara, why not borrow one of the Doctor's pets for a bit?
The planet Glelulia was known for its mind control collars. While she was there on other business, Missy saw one of Glelulia's mind control collar shops. One of the collars caught Missy's eye, the one labeled "EARTH PUPPY MIND CONTROL COLLAR." It looked like a spiked dog collar, but the spikes on this collar glowed as if they were small white Christmas lights, and the collar itself was made out of metal. "Turn any mind into a dog's mind," the rest of the advertisement for the collar read. "They won't be able to resist your doggy commands."
Missy broke the window of the mind control shop she was walking past and stole the collar. With a few commands of the vortex manipulator she had stolen from yet another now-dead Time Agent, she was on her way to make Clara her puppy.
Missy was kind enough to let Clara finish her classes at Coal Hill School before collaring her. Missy despised children in general, but she knew Clara's students might be, at this point, whistleblowers if they knew their teacher was poached by someone Clara would consider an enemy, what with Clara being attached to UNIT now and all.
Missy knocked on Clara's classroom door. The moment Clara stepped out the doorway of the door, Missy put the collar around Clara's neck. Missy knew the collar was working when Clara turned to face her, lowering herself on her knees, looking up at Missy, and panting.
With hardly anyone in Coal Hill School, Missy took her newly created pet out for a spin down the hallways. The puppy mind control collar also was displayed with a leash made out of a leather-like material. Missy took advantage of that leash. Up and down Missy and Clara went. Having a human mind-controlled puppy was too much for Missy at times. She loved seeing uptight, controlling Clara on her hands and knees, obeying every command Missy was giving her. Or most every command. Clara understood walking, but she didn't understand how to slow down enough so Missy wouldn't feel like Clara was pulling her along faster than her dress and underwear wanted her to travel. "Slow down, puppy!" Missy said to Clara, but Clara didn't listen. By this point in her life, Clara felt like she had nothing to lose in becoming more and more like the Doctor. She even was literally possessed by a goddess and transformed into the goddess' form. Missy may have not known about the whole goddess deal, but she should've known turning Clara into a puppy, and then dealing with Clara thinking she was a puppy, would be hard for Missy to handle.
Missy found a way into getting out of walking Clara. They both walked past a closet filled with various sports items. Missy tied Clara to the doorknob of the closet and walked into the closet. She pulled out a cricket ball. "You humans can bite into these leather ball things, right? How about we play fetch, puppy?"
Clara stood on her knees and panted.
Missy untied Clara from the closet door and threw the cricket ball back and forth a hallway, grateful Clara wasn't dragging her around the hallways of Coal Hill School. But Missy's peace from her puppy Clara was not to last. While playing with the cricket ball, with the intention to return it to Missy so she could throw the cricket ball to continue playing catch, Clara broke the mind control collar, shattering it against a wall.
Clara blinked once she was free of the control of the mind control collar. She saw the shattered collar as well as the leash that was formerly attached to it. She saw the cricket ball in her mouth and wondered why she had the taste of leather in her mouth. Clara stood up and threw the cricket ball on the ground. She saw Missy. "Missy, what happened?"
Missy didn't say anything.
"Missy, why was I surrounded by a broken collar? Why did I have a cricket ball in my mouth?"
"I wanted my own pet for a little bit. But now since you're not a pet, I've gotta go. Toodle-loo!"
Clara tried to grab Missy before she was able to teleport away from Coal Hill School, but Clara was too late.
By now, Coal Hill School was used to its strange alien things happening every so often at the school. Clara knew an alien collar in the trash wouldn't surprise anyone by now.