Welcome to the site!
Ive heard of people curing that problem but Ive never been able to do it myself.
I start as pups and make alot of racket around em. Drop feed pans, slam doors, etc. Just get em used to loud unexplained noises.
The first time I shoot around em I make sure theyre hot on the trail of a rabbit, a fairly good distance away from me, and running with older, experienced dogs that wont react negatively. Ive yet to raise one that was gunshy but Ive bought a few before that turned out to be that way.
I used to have labs and Id feed em, then back off a long ways and shoot a gun while they were eating, then over a few days time Id gradually move closer to em before I shot and before too long the shot wouldnt faze em. You might try that and see if it works.
Good luck with it.