I had looked into that at the beginning of my pregnancy. The ear protection we wear is about 25-30 dB reduction and the skin only reduces 10dB...I decided against it because the baby's ear membranes are so sensitive when they are developing...
I was advised against it earlier in my pregnancy. I did take out 4 yr old out and shot .22 call and I could feel the baby jump with every shot. I could only imagine what anything bigger would have done.
Hmmm ya it's a shot gun. I'm going to say no. Today I was wrapping last minute gifts and the baby was responding to the sound of crinkling paper!