I have the TV on loud so Cooper (4 months) has missed most of the bangs. There was one extra loud one which he heard but I just ignored his 'alert stance' and he settled back down again.
One went off last night while he was out in the garden having a wee (well, while he was sniffing round for ages trying to find the right spot!) and he bolted back into the house. Like you, I said brightly, 'come on, nothing to worry about' and he went back out.
At our puppy training class, the teacher advised us to ignore any frightened behaviour as reassurance just makes dogs think they are acting in the correct way. However, if she said the puppies did not appear to be frightened then it was best to take them out into the garden on the lead and show them what was making all the noise (part of their socialisation).
But like you, we're sticking to daytime walking especially during this week - it's just easier.