Question: Training, accustoming a Pup to gunfire/being less gun-shy?

I've had dogs for years, and my Pit, who's been with us for about 2 yr.s now is good to go on this.
But, we just adopted, yesterday, a Lab Retriever pup of about 9 months old.
Im not yet sure how well he will handle being around gunfire, or if he will be gun-shy around it-as compared to my Pit.
Not that I think breed has much to do with any of this.
Any advice on how to approach this new pup on this? Is it "too soon" to begin his training in this regard? or too late, do you think?

I have known people that raise and train hunting dogs and they say it is never too soon (post weening). They use a cap pistol, when the pup gets fed they will fire a couple shots, when playing with the dog there are shots fired from time to time, sitting quiet in the yard fire a couple shots; during pleasant "events" a couple shots are fired so the dog equates gun shots with pleasant times.

As a retriever I'm sure you don't have to teach him fetch, not every time but several times during a fetch session fire a shot as you throw his toy, he will quickly associate guns with good times.

I have trained more then a few hunting dogs. I take them down the gun club, stop about a mile away while a major shoot is going on. Take them out, put them on a leash and go for a walk. Take about 45 minutes to walk to the gun club, by the time I am there we are right on the firing lane and the dog doesn't care. Works every time, since the noise gets louder very slowly the dog doesn't get afraid.

Now there has to be a lot of shooting going on so I usually wait for league nights.

The second part of this is that I had a dummy launcher that used 22 blank rounds to launch the retrieving dummy. Now the dog has been retrieving this dummy without me launching it for a few weeks, I have my wife hold on to the dog and I go about 100 yards away and launch the dummy on low charge at an angle away from my wife and dog, he sees this, gets excited, retrieves the dummy I do this a few times and I never have to worry about guns shots. After the dummy training every time any of my dogs heard a gunshot, they would jump up and look around for the dummy or a bird to drop to go get and a couple of the dogs would turn and look at me like, hey where is the bird dude?