You basically have to make the dog accustomed to loud noises & treat them as if nothing is happening when the noise happens. There are several ways to do this. Remember that gunshy is a man-made problem, & therefore will require a man-made solution.
Start out by popping a paper bag in another room while the dog is enjoying his food. Keep doing this for several days, getting progressively closer to the dog, always while eating. NEVER make any kind of fuss over the noise. In fact, pretend it isn't happening at all. The dog will take his cues from you on how to deal with the noises.
Once the dog is comfortable with this, take him to your local trap range. It will be helpful if someone you & the dog know is already shooting at said range. Casually walk up with the dog to where the shooting is going on, & visit with those who are doing the shooting. As before, pretend that the noise isn't even happening, & the dog will follow your cues. If you explain to the others @ the range that you are gun-breaking the dog, I'm sure they will be willing to help.
Good luck! Sounds like your little protege is already on his way!