Raised beagles my entire life until I got into big hounds the last ten years or so. Training for gun shyness is great idea however I like to start at feeding time. Bang pans, Drop box lid etc associate noise and then feed pup. Pet him up good when you give him food. I never ever shoot around my pups until they are running scent. Once they are running scent the cap gun approach is a great one. I would stay away from gun ranges as there can be some high powered rifles there and repeated blasting. Good luck nothing better than running bunnies with a good dog.