Hi there and welcome to the forum!
Training Bengals to fetch is really easy.....It seems to be second nature to them.
I'd start off with a paper ball and just keep flicking across the room, They appear to love the chase more than anything so they'll no doubt fetch it back straight away unless they fancy a bit off stalking tatics!
Each cat will have it's own favorite game so If you have more than one cat in your household maybe it would be better to play fetch on a one to one basis.....otherwise you'll get them competing against each other which considering how fast Bengals are....You'll just see a big blur of spots!
As for getting them to obey your commands.....Well we all would like to know that one for sure
.....Bengals seem to just please themselves most of the time causing as much havoc and destruction as possible!
I have read a little about "clicker training" but I'm sure this method will depend on the individual cats character as to wether or not it'll take to it.....I've also heard of Bengals taking part in a kind of physical assault course in the u.s....so anything is possible!
p.s Have you got any pics of your F3 girl for us to see.......Blue bengals are just beautiful!