I’m sometimes asked about this with the dogs I train with. My answer is always the same. Don’t. It’s that simple.
The best you could hope for would be a prematurely deaf dog. At worst you run the very real risk of creating a scared dog who starts to exhibit compulsive behaviour.

I think it’s worth talking about some of the worst things that can happen. Your dog may well be OK with the odd loud noise, but if you’ve ever been to a busy clay shooting ground at the weekend but 100 people each shooting 100 clays isn’t unusual. Thats 10,000 shots, each one a very loud bang. It’s easy to see how thats going to flood a dog with all those noises. A dog isn’t going to react the same as they do with the odd noise at home.
We also run a big risk of creating obsession. Obsessive behaviour in any breed of dog often starts when that dog is trying to fulfil a natural behaviour but becomes frustrated because they have no chance of succeeding. Now consider that in the context of a clay shoot. A gundog’s natural behaviour after hearing a shoot will be to go and retrieve, but on a clay shoot you’ve either missed or broken the clay into 1,000s of bits. Theres nothing to retrieve snd no chance of your dog fulfilling their natural behaviour. Its easy to see how obsession starts.
In sort, enjoy your day’s shoot, but leave the dog at home.