Both my curly coated retriever pup and golden retriever who was 9mths old when I got him from the breeder were noise shy. The golden was especially sensitive hiding away when I was just using a hammer to modify his kennel. I had the dogs at separate intervals but took them out in the hunting areas with a 22RF firing shots around them while they were swimming or hunting around. Shot a few rabbits with them and didn't take long for them to associate shots with game and from there progressed to a shotgun on rabbits and same thing, they focused on the kills and not the noise. Both became outstanding duck and gamebird dogs and also became proficient on deer and chamois hunting.
They became immune to noise from guns, fireworks, vehicles, thunder, etc., only reacting to thunder or bangs from nail guns etc., as to hey where is the dead animal.

The springer spaniel I have now, right from the just weaned pup when I got her, has never shown any reaction to loud noise and right from the get go has just focused on finding and retrieving game. She was only a 'toddler' when my sons, partners, grandkids and I had an informal range shoot using 22RF's, shotguns and my 404 Jeffery and she just waddled around taking no notice at all of the shooting.

With your GSP I would just persist with shooting around him but try and shoot some game with the 22RF so he will associate bang noise with dead, or better wounded, game that he can find and hold.