Definitely don't overdo the comforting. That will reinforce the behavior you're trying to stop. Be matter-of-fact and act like it's no big deal as mentioned by Deb and Ed M. Definitely praise if you see desired behavior.
Our dogs don't react much to fireworks b/c I play a soliaire game on my computer that plays fireworks when I win. They've gotten used to the sound. A previous lab we had (RIP Chipper!) was deathly afraid of thunderstorms and fireworks. He'd go hide in the laundry room until it was over. If it got really bad, we had a "doggie downer" from our vet we'd give him (1/2 a dose), so help him relax a little).