"Zeus can't get it back himself because gods don't like to do things themselves. That's what they have half-bloods for. To go on quests, to do for them things that would be taboo to do themselves. Like stealing the bolt in the first place."
He used his clean hand to hold up a piece of metal about the size and shape of a sewing needle. It promptly expanded into a long and thin celestial bronze rod with an incredibly sharp point.