The way that I 'bombproof' my youngesters isn't by throwing random things at them all of the time, but by gaining their trust and establishing myself as their leader. Once a horse knows that you're always there and won't let them get hurt, they really mellow out because they don't constantly have to worry.
I also bring them along with me for a lot of chores such as fence checking, to get them used to different scenarios- constantly working on personal space, moving their feet when I tell them, and moving away from pressure as we move. When I have the chance, I'll tie them up near all of the people traffic on days that we're open to public, and just let them watch everything thats going on.
Miles, miles, miles. The more they see the less they spook. Thats all you can do.
Paper sacks, tarps, candy wrappers and kids. Start at a distance and get closer until you are in his face. If you have kids near by have them run around and play like they normally would (at a safe distance). Rub candy wrappers around in your hands and walk all the way around him and under him. Walk over a tarp.
Just take them out everywhere. On trails, to shows, in open fields, etc. Expose them to as much as possible and work on being confident when faced with these situations.
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