Are you sure that the dog is gunshy? or is the shot merely taking your dog's attention off of the mark? What behaviors (other than taking it's eye off the bird) does your dog exhibit?
Just because a dog "takes his eye off the bird" (without other signs of gunshyness) that isn't a problem if you do what I describe below. If your dog is truly gunshy (a man made problem), then you need to go to
www.coonriverkennels.com and there is a link on that site for preventing/correcting gunshyness.
Train with a friend (Bird Boy). Have the BB out, say at 50 yards (or what ever distance your dog will retrieve at). Have the BB holler "HEY ! HEY!" to get the dog's attention. The BB then throws the bird (or bumper) - when the bird is at the top of the arc, the BB shoots a low level blank (there are lots of different "loudness levels" of .22 blanks available).