for mine, we would say "what's that sound like?" and then explain to her what that sound was, then after a while instead of covering her ears, she would ask and sometimes answer that question herself. I also bought noise canceling headphones to help. Overall though, we just avoid fireworks with her.

My son was like that with fireworks and fire alarms so we got him earphones from a hunting shop and let him wear them during the fire works at Disney and 4th of July. He now is able to watch the fire works without his earphones and has done graded to ear plugs on certain rides that are loud, but we always keep his earphones with us as a security blanket just in case.

headphones, noise canceling headphones, ear warmers, my son doesn't like noise or crowds, we just avoid it!