The best thing for dogs who are afraid of the fireworks I have found is a properly sized crate with a blanket over top. They need a safe place of there own where they can go while scared.

I have never had a dog that is afraid of them other than a few fosters. The crate always has worked the best for them.

Its best not to baby the dog because it will confuse them. You can hold the dog if it wants to be held, but its best to act like nothing is wrong.