Whatever you do, make the pup associate gunshiot with good thiongs, like food. I started by going out of the room, & popping a paper bag while Zoomie was eating. I gradually got closer each time, always while he was eating. Then I moved up to mthe .22 blanks following the same process. Eventually, we went to the trap range. My wife dropped us off about 1/2 mile away... She got our gear set up while we walked over. By the time we reached my wife & kids, they were already shooting. We walked up as casual as can be & he was very happy & excited to be there with all the guns going off.

The most important thing is to
a) don't nake a big deal of it to the dog &
b) make it a positive experience for the dog.

IMO, you can't start this training too soon.