
Have you tried distraction/linkning the sound with a positive experience?
My last dog was 4 yrs old when we got him from a shelter, come Novemeber we realised he didn't like fireworks :( He was a complete ball-game addict and loved playing fetch with a tennis ball, so we would have a ball at the ready & lob it (in the house) for him to catch as soon as there was a bang, making lots of game noises to keep him excited about the ball (waaazzzz this, go get it, yeahhhhh etc..). Before long, fireworks meant playtime :)
The only problem we had was after he lost his hearing with age, the sight of firworks would send him into a frenzy (reflections/lighting up the room etc), obviuosly the ball-game had been linked to the
sound of the fireworks, not the
sight, so once he didn't have the audio cue (BANG) for 'ball game' he only payed attention to the sight, but we only has to ensure all curtains were closd to sort that out :)
Afterall, it's much easier to get rid of unwanted behaviour (eg being frightened of fireworks) if you give an alternative behaviour to replace it with (playing ball), rather than simply trying to stop the unwanted behaviour.
ETA, if the dog is too freaked by the fireworks to be interested in the ball to start with, you could try having the TV/music on so the fireworks can only just be heard, as the dog gets more interested with the distraction lower the volume untill the dog can be 'distracted' by the toy with no other sounds to block out the bangs (at the dogs pace).