Most dogs don't like the feathers in their mouth for the first few times...
You can increase the amount of feathered object like a couple of wings tied together and a whole pigeon later on.
Have dog food on you and give him one or 2 every time he retrieves something.
He'll be keener each time he associates retrieving with a reward specially after he delivers it to you.
Do this on a long rope so there is always a sense of control even if he is actually just dragging the rope around.
As for scenting game try to drag a dead pigeon on your yard at night and let him follow the scent while on a long leash.
Again reward him with some dog food every time he succeeds.
To avoid gun shyness introduce him to a lot of noise like banging things around just before feeding time.
After a long time like this when he gets really excited try a 22 but make sure you are not too close to him which may require an assistant. Later you can do it while he is really enjoying himself like retrieving or chasing something....all done cautiously and gradually. Remember a shotgun gives a much loader report. Don,t forget dog food in your jacket they will always look for it and associates you as the God of dry dog food...better than the man with the stick...which sometimes you have to be depending on the dog.