We did nothing quiet in our house at dinner time, dropped saucepan lids, clapped hands, tv on loud, banged things on the work tops, poor Buster must have thought it was a mad house. At 9 months took him a drive down to the local clay ground (bloomin competition on) got to the bottom with the window down a bit then drove back home. Did that a few times until "I" got fed up with it. At 1 year took him out with a shotgun, Mrs was with Buster, playing while I stood 100 yds off a had a few shots. Over a few days we got closer, until he showed no interest. Fire work nights was entertaining, at 7 months i played a load of firework sounds, loud !!! my neighbours were not too impressed, too early I think? (it was only September)
I would take him out Foxing, with the rifle, he loves that, "bang" and he can't wait to get out of the truck and find the fox.
Just get them used to loud noises, but most important thing of all is how "you" react. Start to make a fuss when a gun goes off and you will distill concern in your dog. Guns going off are a natural sound to your "gun" dog.
Don't rush into it, you could end up with a gun shy dog.