He thought this whole thing was probably a wild goose chase, but it wouldn't be his first one.

It may be a wild goose chase, for all I know, but the chance is worth taking.

This would most probably end as a wild goose chase.

In many ways, this book is really about a wild goose chase.

You never should have taken off on this wild goose chase.

"I still say this is all a wild goose chase."

Instead of that, he had become involved in what was most likely a wild goose chase.

"Just what sort of a wild goose chase have you sent me on?"

"Both of us think that the other is on a wild goose chase."

It would seem that so far his quest was a wild goose chase.