For Black Labs, first train him to stay. Then train him to retreive a ball from stay. ( I used bright red or orange rubber balls, so I could find them in the water). Then make him stay, throw the ball into the water, and shoot at or near the ball with shot gun. He will likely bolt after the ball, but thats OK.
This technique has worked for years for me with both setters and retrievers. You have to train him to stay through the shot if you hunt from a boat. I sort of let mine bolt, it builds their initiative.
Then you can graduate to multiple balls, 3 or 4.
My dogs would never stop until they had cleared all
the water of balls or birds, and then would always go back looking for more until I got em back to stay.
Never had a gun shy dog using this technique. When they see the gun at home, they jump for joy.
And when you miss a pass, they really get miffed at you ( look, roll eyes, its quick, like all dog gestures!)