A lot of gun-shy Labs wind up in rescue or dumped because people tried the sudden introduction method and it failed. We've seen the results at the hunting club, it's not pretty.
I have three hunting retrievers who LOVE loud reports, the bigger the better (might mean bigger and better ducks, right?) I used the gradual introduction method, and so does everybody in our club. If your dog's a retriever, throw bumpers, if not, feed the dog while a friend fires a cap pistol a good distance away. If the dog doesn't flinch or startle, have them move closer gradually. Ignore the noise, don't even mention it to your dog, just keep feeding or throwing. The idea is to associate the noise with FUN. Step it up to a blank pistol (I use an old .38 S&W with primed empty shells), then to shotgun primers, then to AKC "poppers".
My dogs are all staunch to any kind of report, including fireworks, thunder, and car backfires. They're also de-bolted and force fetched.
Thanks. I definitely wanted a training method since I have noticed our dog really suffers from this fear. What is weird is that the older Boston Terrier couldn’t care less. The youngest, a GSD, “feeds” off of the Cairns fear and he becomes nervous. It is one thing to clean up after a Cairn and quite another from a 110 pound GSD... I have literally used a shovel in the house. A SHOVEL! Plus, he tried to “hide” under the end table thus I needed a new end table.