I did the plastic bag on the end of a dressage whip also. Nothing. Then I tried pool noodles. Got a little jerk of the head, but that was all. Rubbed him all over with those pool noodles. Then we bounced a ball around until he settled, then I bounced it gently against his body, between his feet, etc.
So now he's not afraid of bags, pool noodles or balls but he'll spook at birds and butterflies. Go figure.
"When you're young and you fall off a horse, you may break something. When you're my age, you splatter." -- Roy Rogers