Well...while certainly NOT a Pro Dog Trainer myself, I've trained up about 7 dogs now, 4 Labs, 1 GSP, 1 Brit and 1 Eng. Setter (and helped with several others) and none of them have been gunshy from the get go.
There are all kinds of ways you can introduce dogs to gunfire.
And I would tell you that there's absolutetly
NOTHING WRONG with introducing your pups to "mild" report gunfire very early on in their young lives!
In fact what could be better? It's close, it's easy and convenient and it uses some of the best Positive Reinforcement (at that point in their lives)-Food!
When they're about 9-10 weeks old and into their feeding routine, simply take a Cap Gun or a pistol with some .22RF blanks (I have inserts I made that use .38 Spl Cases that accept 209 Shotshell Primers that are my "blanks"-Cheap!

) While they're eating and from a DISTANCE (or in another room) I'll fire off my pistol 3-4 times after they've started eating and DURING the time they're still feeding.
I do this for ~1 week. Then I move closer and closer over the next week or so. When close I'll always fire the pistol off using my body as a noise shield between myself and the pup/s. Usually I'm about 10' away and that's as close as I get. Usually, after the first few times of hearing the Blank Pistol the pups seldom even look up from their feeding.
Then, for the next couple of weeks, I'll fire off the Pistol BEFORE I get their food. I always make a big deal out of letting them see me getting it.
Firing off the pistol almost gets them drooling as they have learned to associate that gunfire with "it's feeding time"!
From this point on, taking them out to the local Trap & Skeet Club and letting them watch the clay birds fly and hearing the shooting,
from a distance. Or being out in the field when there's some shooting going on is the next logical progression.
So, do it however you like, but getting it out of the way, from at home, early in their lives has always been really easy and painless for me.