We did this with our lab from the day we got him home at 5 weeks.
These were suggestions from a person who trains gun dogs.
Make loud noises frequently.
We would bang pots together numerous times throughout the day. The noise must come as a surprise and also anticipated. So , do this in front of the dog and from the other room. This way the dog becomes comfortable with noise they see coming (like a firework or a gun) and also the unexpected. At first we rewarded the behavior with heavy treats and slowly weened him off. We would also hold and pet him during this process.
Once the dog starts to get comfortable with these noises start lighting fireworks off outside with the dog inside and being petted. Again reinforce with treats. We would do one fire cracker every few hours. Dog inside and sometimes outside. Sometimes he would see us lighting them and others came as a surprise from the other side of the garage.
The positive reinforcement and rewards are key.
Now, when the dog sees the paintball gun, he his stoked. Oh yeah, we used a paintball gun to simulate the real thing. He also loves fireworks. Now we try and get him to sit instead of retrieving them.
We started on him from day one it was just a normal sound to him after a week or two. We continue to like fireworks still (4.5 yrs later) year round. At least once every two weeks he is exposed to the paintball gun or a single firecracker. The paintball gun can be easily used in a garage or even a room with rubber balls being shot into a blanket (with a mask on of course and under adult supervision).
Hope this helps you out. Good luck.
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