
I'd be careful about letting him off if there's a chance he'll run off scared - around November time I have to very careful with Remy on walks as evening approaches, I know I can't let him off as he will bolt. Just last week he almost tore my shoulder up trying to get home - unfortunately we got caught out in a storm, and the lightning was hitting my town so we had a lot of close, extremely loud cracks. Very frustrating as he was getting better - I've been reacting in much the same way as you, when the fireworks are going off at home, just acting normally, with the odd bit of praise when he was distracted from the noises by something else and calmed down briefly. It's taken a long time though - he developed his fear back in 2003 on his first firework night, and only last New Year's did I feel he was calm enough to cope with it well. I think my reactions to him also helped him get over a period of being gunshy last summer - he bolted the first time, but this summer I was able to take him to a game fair with clay pigeon shooting nearby without any problems. The last time we heard gunshots and birdscarers he was fine - though I'll admit to trepidation for next time, since that storm.
Incidentally, last winter - start of this year I think - we were on a town walk, and had just got the end of my road on the way back; some idiot started letting off loud fireworks nearby, and Remy freaked. I stayed very calm, and started walking slower; at the same time I was watching his every move, and whenever he seemed to calm down for a second he was praised and fed treats. It did the trick - although my arm was still hurting (and several muscles pulled...) when we reached the house, he was much, much better with the noises and was listening to me if I gave him commands. It wasn't a response I'd planned on a "what if" scenario - we were caught out, it was something I had to do to prevent dislocation of my shoulder, but it did work!!
Chin up, Harley will get there!